Hi,
If this is an iMessages message then it will be stored in the chat.db items in the folder that Linc said.
As a beginning it is best to think of there being 3 main Libraries.
On Open the Hard Drive you have Library (as well as System, Users, Applications and maybe other created by various Installs)
In the System folder there is another Library.
In Users and your account (Little House icon) is another Library - referred to as the Home Library that can be accessed using ~/Library (with the tilde symbol before the backslash)
However if the Messages being sent to you was over AIM, Jabber (Google/Facebook or others) or Yahoo you may bump in to server limits as well as the app trying to cope with the message.
AIM does have a limit to messages but you do have to work at it to find it.
It seems to ignore pictures and files sent in the chat and is purely set to the amount of text.
I have not tried with Jabber or Yahoo to see what, if any, the limit might be.
AIM seems to refuse to deliver it rather than attempting to swamp you with data.
I take it you were in the "right" Library/Messages and that it was an iMessages message ?
8:38 pm Saturday; July 12, 2014
iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad