A messenger (arabic: rasool, رَسُول) is a person whom Allah chooses and guides. He is sent to bring a new revelation/scripture from Allah with a new law, while a prophet continues and teaches an existing revelation/scripture. Every messenger is a prophet but not every prophet is a messenger.
All prophets and messengers were muslims because they called to Tauhid and submitted to Allah. Allah sent different scriptures to different people in different times.