I've never been to Messy Play before and I must confess that I did actually wonder exactly what it was.
Fun! That's what!
If you've never taken your little one to Messy Play before, then I highly recommed you get yourself along there. They will have the opportunity to do things that you may shy away from doing; free painting, sticking, colouring (with felts! Eeek!), playing with jelly and custard (which actually The Boy didn't like that much because he doesn't like getting food everywhere) and generally having a whale of a time getting mucky.
As you can see:
The Boy thoroughly enjoyed himself and we'll definitely be going again. For him the best play activity was this one though.