See https://bt.irlbtc.com/view/990345. This question is discussed by many others here, and that thread contains all the important informations.

First you should stake your BTC address somewhere (edit: a good option is here: https://bt.irlbtc.com/view/996318.0). Make sure it's an address you have full control on (not xapo or such).
And at some point, in case your account is stolen, you want to sell it or.. whatever else you need to prove yourself, you'll have to provide signed message from that address.

Conclusion: just stack your address and you can learn later about signing.

After all the post above me I think you OP have a little idea now.

At first you will confused too like me. Always read the thread told by the first poster who reply to your question and soon you will get it.

The "Sign Message" feature is an advanced functionality of the Bitcoin client which allows you to sign arbitrary messages to prove to somebody that you are (were) in control of the funds of some Bitcoin address.

you can refer here how does a sign message work?

http://bitcoin.stackexchange.com/questions/3898/how-does-sign-message-work

thank you guys for the help.It was really needed