Here's how you can create order messages:
Hover over the Orders tab and click on the Order Messages subtab. Then click on the green Add new button.
We are presented with a nice, simple form asking for the name of our message and the actual message itself. I suggest creating a message called Dispatch notification. Type in a brief and friendly message informing the customer that their product has been dispatched. You might like to create multiple versions of this message, perhaps for orders with different delivery methods, or times, or some other reason specific to your business.
Save the message and then create as many messages as you think you will need. You can, of course, come back at any time to create a new message for a situation you didn't anticipate. You might like to create more messages like the dispatch notification, such as Thanks for the cheque/bank wire. Perhaps you have special orders or fluctuations in stock that require you to notify a customer...