To answer my question partly by myself (maybe also others wants to know it): By "Character" you can choose one of the characters you have added. Both other option give you a free text input box (one with and one without a border).
In detail, what are the differences of the "Type" on the Show Message windows and the options on the drop down box on the top left side (contains "Character", "Custom path" and "Interacted character", I think)? Are they only related to the JSON output or also the program itself?