If someone messages you directly, or mentions you in a message, you will get a notification. This usually means that someone is talking about you, or wants to get in contact with you. Something most people check urgently.

However is someone messages "everyone", everyone in that chat will recieve the same notification. This can be rather annoying, as most of the time, it has nothing to do with you. Most large discord servers have the feature turned for off for users except for mods and admins.

This is the realist one I've seen yet.