What is the nature of "second signal molecules" in signaling pathways?

The target receptor is expressed in the membrane, the activity of the receptor can instigate the production of small molecules known as the secondary messengers that coordinate and initiate the intracellular signaling pathways. For example, cyclic AMP is a secondary signal molecule.  

When the signal molecules stimulate the receptor, the signal is carried into the cell generally by means of secondary messengers.  

allowed for the prediction of the properties of missing elements.