REQUEST in PHP

Question

This is my code:

$message = "";

if($_REQUEST['msg'] == "new"){
    $message = "New User has been added successfully";
}else if($_REQUEST['msg'] == 'edit'){
    $message = "User has been saved successfully";
}else if($_REQUEST['msg'] == 'update'){
    $message = "User(s) has been Updated successfully";
}

My question is, what is ['msg'] , and please explain the functioning of $_REQUEST?