1. A data processing system that generates debug messages, comprising: a data processor for executing a plurality of data processing instructions; a memory coupled to the data processor for storing and providing information to the data processor; debug circuitry coupled to the data processor for generating debug messages including address translation trace messages; a memory management unit coupled to the debug circuitry and data processor, the memory management unit comprising address translation logic which stores address translation mappings and implements address translation using the address translation mappings to translate addresses between virtual and physical forms, wherein: the debug circuitry comprises: message generation circuitry coupled to the memory management unit for receiving notice when one or more of the address translation mappings are modified, the message generation circuitry generating an address translation trace message in response to detection of the modification of the one or more address translation mappings and providing the address translation trace message external to the debug circuitry.