From the White Wolf Wiki, the most complete White Wolf reference

The Messengers, or Heralds, are the mysterious entities who have Imbued ordinary humans to combat the monsters in their midst. Most people theorize that there are three Messengers, or three groups of Messengers, echoing the three Virtues which divide the creeds: Mercy, Vision and Zeal.

Debate rages as to exactly what the Messengers are; some people think they are aliens, government - placed brainwasing producing hallucinations, some think they are angels, some think they are a product for the human psyche.

The truth of the matter is explained in the book Hunter: Storyteller's Guide. Actually, the Messengers are the Ebon Dragon and the Scarlet Queen (or Scarlet Phoenix), the Ministers of Creation known well to the Kuei-jin.