Confused.

You aleady know the message text as you supply it to the msgbox function. Simply store in variable and write out the variable if OK was pressed

Sub MsgBoxIntoCell()
    Dim Text as string 

   Text = "this message goes to the cell in tab."
   If MsgBox(Text, vbOKCancel) = vbOK then 
     [A1].Value = Text
End If
End Sub