This question is a bit too broad to answer properly. In my personal opinion this will depend completely on what you are trying to build. For example, ideally you would be combining local database and remote database for the best user experience. As we know, items locally are faster to load, therefore it will be a better user experience. However you can’t store everything locally as you mentioned with messages. Instead in this use-case you would only save the last 10-20 messages. Sql-lite with Room as a wrapper is a great combination for a local database.
solved Android, when to load user data and where to store it