Flag module integration with Message module
Actually, I tried "Set a data value" action, but was setting wrong variables in it. Using it right way and adding "Save entity" action (I think without this also it may work fine now) worked for me.

Following is the rules' export format in case someone need it in future:

{ "rules_user_likes_a_node" : {
    "LABEL" : "User likes a node",
    "PLUGIN" : "reaction rule",
    "OWNER" : "rules",
    "REQUIRES" : [ "rules", "flag" ],
    "ON" : { "flag_flagged_group_flag" : [] },
    "DO" : [
      { "variable_add" : {
          "USING" : { "type" : "node", "value" : [ "flagged-node" ] },
          "PROVIDE" : { "variable_added" : { "node" : "Added variable" } }
        }
      },
  { "mail" : {
      "to" : [ "flagged-node:author:mail" ],
      "subject" : "[flagged-node:content-type] [flagged-node:title] est aim\u00e9",
      "message" : "Hello [flagged-node:author:name],\r\n\r\n\r\n[flagging-user:name] loved[flagged-node:content-type] [flagged-node:title]",
      "language" : [ "" ]
    }
  },
      { "entity_create" : {
          "USING" : {
            "type" : "message",
            "param_type" : "commons_activity_streams_user_likes_a_node",
            "param_user" : [ "site:current-user" ]
          },
          "PROVIDE" : { "entity_created" : { "message" : "Created entity" } }
        }
      },
      { "data_set" : {
          "data" : [ "message:field-target-nodes:0" ],
          "value" : [ "flagged-node" ]
        }
      },
      { "entity_save" : { "data" : [ "message" ] } }
    ]
  }
}