There are a couple of considerations; you can have a contact message on the lock screen all the time, or you can post a message to the lock screen remotely if the phone is ever lost or stolen. For how to do that this is a good article to read→If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support
If you want a message on the lock screen all the time you first create your message, take a screen shot of it, then make that screen shot your lock screen wallpaper.
Here are detailed steps:
- Open the Notes app or the Pages (word processor) app and create a new note or document.
- Write whatever you want displayed
- When it looks the way you want it take a screen shot by pressing and releasing either VOLUME button and the SIDE button at the same time. Make these quick presses; if you hold them it will shut down your phone
- Go to Settings/Wallpaper
- Tap Choose New Wallpaper
- The top entry below the defaults should be your screen shot; tap on it, then choose Lock screen and tap Set.
Your message will be the lock screen image that you just created.