highlighted and help regions
Basically:


$messages is where your system messages are put via drupal_set_message()
$help is created from http://api.drupal.org/api/drupal/modules%21help%21help.api.php/function/hook_help/7
and I have never used the mission statement stuff but apparently that's what the highlighted region is used for now and is described in greater detail in http://drupal.org/update/themes/6/7 which has a lot of information on the d6 -> d7 theme changes.