Should I buy Celeste or The Messenger?

Tough call, as both look and apparently are great. I know I want to play both... personally I'm leaning more towards the Messenger at the moment, but that's because I'm more in the mood for flipping out and killing people right now.

Haven't tried either, but I did try two other Metroidvania:
Dandara and Sundered: Sundered was awesome!
Dandara was alright, although controls are a little iffy...
(and both are free with Discord Nitro)

As someone who just finished Celeste less than 12 hours ago... I can give my two cents on it. Initially, I was bad at the game: hitting the jumps at the peak time, learning the dash mechanic, sometimes having to go fast, etc. It turns out, I was still pretty bad near the end of the game as well. In total I think I died ~2,400 times and it took me about 10 hours (I think the HLTB was like 7.5 hours). But dying is a key part of the game. You WILL get better and maybe once every 20 deaths you will go "oh maybe let me try it this way instead". The story, which is normally nonexistent in similar platformers, is top notch and I loved all of the characters. While the game was a gift and I was a little hesitant on spending the $15, I would recommend it 100% if you like platformers as to be clear it is not a Metroidvania.

You should really try out Rabi-Ribi, great Metroidvania game

Since you are enjoying TheEndIsNigh i think you should definitely try Celeste as well.

Try Axiom Verge.

Do you care having some info from someone who never played any of them, but just heard about?

Celeste = story, not metroidvania
The Messenger = gameplay, it's metroidvania

If you like a good story, go for Celeste. If you like gameplay, go for The Messenger.
I may feel a little more care for Celeste just because the protagonist is a girl. But I don't like difficult games for the sake of difficulty. For the story, I like good stories, philophical thoughts and questions about life, as Celeste seems to have. Though, I prefer stories on TV, not in games. I'm from the party "games shouldn't be interactive movies". I don't know if it's the case of Celeste, but people told me the story is the strong main point.
I don't know which one I would choose. I just hope I gave you some helpful info.

Celeste is not metroidvania tho, just platformer

As someone that 100%'d The Messenger and is currently going through Celeste, I would say that you would probably not regret buying either of them - it's really more about what you currently feel like playing.

The Messenger is basically a love letter to NES/SNES games (ninja gaiden mostly, but with references to several others as well), combined with modern quality of life changes and humorous writing.

Celeste is, indeed, a fairly difficult platformer - however, you can enable assist mode if you want to make it easier on yourself. Also, the difficult parts are mostly related to optional collectibles - the general path isn't that hard. I personally prefer racking up deaths like there's no tomorrow, but that's up to personal preference - Also, I believe achievements are unlocked no matter how you play it, if that's something you care about.

I would personally pick The Messenger, but that's mostly because I prefer metroidvanias over platformers.

Unfortunately I've not played Celeste yet, but I've just 100%'d The Messenger (thanks to Twitch Prime), and for me it's an awesome game! Not as epic as Hollow Knight my favorite game ever, but just below. I can't wait to play the Picnic Panic free DLC announced. ;)

I would go for The messenger, that one reminds me the old SNES game Dead Fox... :D

The messenger is free with Twitch Prime right now i believe.
Celeste i think free on xbox live.

So i'd say buy Celeste if you really want to buy one of them. I think dlc is coming for it to, that might also be free...?

I liked Celeste for that one song. But i think the levels are harder, specially on B/C Sides.
I liked the messenger for not looking to be so hard to beat, it was still challenging and it has some nice funny dialog :)

The choice is upon you.

As a typical Internetian, I voted on one of them based on a random guess (I have not played either); oh, and instead of answering the question you asked, I will say something else just to create even more noise: you should play Hollow Knight instead. ;) ;) ;)

Well, I could consider the idea that you might have played it already, or even be a reasonable person despite not liking it... but considering things is not the Internetian way of life.

Cheers!

Only played Celeste. If difficulty are setting you back. Don't. You can play the main game (absolutely doable), and you can tweak the difficulty with the assist mode, if something is too frustrating.

Just finished the main game without it. Is challenging, but very rewarding.

As someone who has only played Celeste, I can echo what other's have said about it not being a Metroidvania. There are split paths, but they're only for optional collectibles and quickly loop back to the main path after a few screens. In other words, if you want the collectibles and accidentally go the wrong way, you have to replay the whole level just to get back to that one point where the split path is. The collectibles don't really do anything, though, so it's not too bad.

As for the difficulty...it depends. The A side (the main game) starts off harder than most games do, but it stays at that level of difficulty throughout the whole game, never getting any harder. Because of this, you get acclimated to the difficulty, and it goes from being a decent challenge to being kinda dull and repetitive. The game tries to keep the player engaged through lateral changes, with each level having its own set of gimmicks that only show up within said level, and while the game does try to build on the gimmicks, there's only so much they can do in isolation of each other, and levels tend to drag on as a result (especially later levels, with the stage 6 boss being the worst offender in this regard). For reference, I never used Assist Mode at all.

The B side (which is completely linear) ramps up the challenge, but just like the A side before it, each B side level is about as difficult as all the other B side levels (and you can only play them if you find a hidden collectible within the A side, which is a design choice that runs counter to what some people (or at least I) like about linear action platformers).

I'm not saying not to buy Celeste, but if you do plan on getting it, wait for a sale.

I haven't played any of them myself, but I know well all 3 games you mentioned. Judging by your interests which are really similar to mine, ultimately I'd recommend you to play both games. As to which should you play first - it really depends on what you want more.

Celeste for me is a PC GOTY 2018. It has an amazing story (which is a completely unusual thing in a 2D platformer) and best video game soundtrack of 2018. The main game is a bit harder then TEiN, but it's still infinitely easier to complete it 100% compared to TEiN (which is absolutely in TOP 10 hardest 100%s I've heard about - much much harder than Super Meat Boy). And even if you had problems with some later challenges in Celeste, you always can enable the Assist mode which allows you to highly customize your playstyle (you can even set the game speed to 90/80/70% if you can't keep up with the button presses, but don't want any other "cheatsy stuff" like more dashes in the air than standard). However as it's been stated multiple times, even though it has some branching paths with collectibles (similarly to TEiN) it's absolutely not a metroidvania.

The Messenger is a metrodvania. While Celeste and TEiN compare well, this one should probably be compared to Shovel Knight (even though Showvel Knight is not a metroidvania, but gamplay-wise and style-wise it's really similar). You should play this one first if you want more action, fighting and retro feels. Probably in my TOP 5 indie games of 2018.

I bought and played both games this last Steam Sale, and I think Celeste could be the best choice for now. The game has a great story, great musics and is very challenging. You will spend hours playing it if want to complete 100% of the game (I played for 40 hours and didn't completed it yet). And no worry about the difficulty, because the game have an option that help players to pass the levels and enjoy the story without frustration.

The Messenger is good too, but I recommend to play it after Celeste. The game has an absurd soundtrack, but you will complete 100% of it in about 15 hours. The good point is that the game have some replay factor and a New Game+ to enjoy more.

I'd recommend Celeste between the two! =)
I loved a review of it that called the game "something truly for everyone" or a similar catchphrase xD I think it's true, I'd go with Celeste and keep The Messenger after it! It's easy to get into the game, it has an awesome story and soundtrack and definitely deserves the first place for me =P
I played The Messenger only for a while, it's a great action platformer (oh, one can call them as he wants xD) but Celeste goes first ^^ I felt a little bit (in my incomplete playthrough) what FilthySouls wrote above - a little bit boring both for the story and for some gameplay parts..

Celeste is more of a platofrmer but I heard the story is really good. It's in my wishlist. Go for it xd