Analog
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An analog message is a physical quantity that varies with time usually in a smooth and continuous fashion.
Examples of analog messages are:
(i) the acoustic pressure produced when you speak
(ii) the angular position of an aircraft gyro
(iii) the light intensity at some point in a television image.
Digital
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A digital message is an ordered sequence of symbols selected from a finite set of discrete elements.
Examples of digital messages are:
(i) letters printed on this page
(ii) listing of hourly temperature readings
(iii) the keys you press at a computer terminal.
Whether the message is analog or digital, it needs to be converted into an electrical signal. (There are only few messages, which are inherently electrical.)