If you're referring to PGP, you can use Keybase: https://keybase.io/verify
If you're referring to a message signed using a bitcoin address, you can use http://coinig.com/ but take note that it may not work for messages with multiple lines. If that's the case, try downloading Electrum.
For example, you're a seller and I'm a hacker. I could hack your account. Then, someone wants to buy something.
Instead of you sending your address, I can send the buyer my address instead using your account. They will send me BTC and your name will be ruined since they won't receive your item. You also would not receive anything since the BTC went to MY address.
If the buyer asks for a signed message, you can sign it and they can verify that it's you.
If the account cannot provide it, they cannot verify that it's really you since you are the only one that can sign a message with your signature.