Okay first I will try to understand the full procedure to read the thread which you suggested me after that I will do. Thanks again.
You can just import your private key on mycelium, find the Accounts tab, tap your address/account and find the
Sign message on the 3 dots on the upper right of the app and type what you want like what others did including their username, address and the date today
you may want to be more careful than that.
generally you want to keep your secrets safe which requires keeping the private key safe and offline. the best approach is to generate a new key (that is not going to be used to receive payments) offline and then signing the message offline with it and store it physically like on a paper wallet.
considering mycelium is a phone wallet, you may want to rethink using it for security critical things.