Messenger bags are worn over one shoulder, with many cycling specific ones coming with a strap to attach round your waist to prevent it from moving position when cycling.
They put most of the weight onto your lower back and unlike rucksacks, you can easily access the contents using one free hand. A lot of them incorporate features that are great for cyclists; phone holders, lock holders and quick release buttons.
If you think the messenger bag is the commuter bag for you then have a read of these before buying:
Review: Booq Boa Nerve Messenger Bag
Michaux Medium Zodiac Messenger Bag Review