Share an iTunes account wtihin the family? You might find that if you do, and after you update your Apple devices, one or both devices could receiving all of someone else's iMessages. Its easy to associate different identities to a different device in iMessages even if they share the same Apple ID.
Have multiple iDevices of your own and want to set up separate buckets, or just want to change the address you send or receive message from (your "Caller ID").
Associate a New Email with iMessage on Your Device
1. Everything you need to do lives in the Messages tab of your iPhone, iPad, or iPod touch's Settings app, so launch Settings and tap on Messages. 2. By default, iMessage will receive messages via your Apple ID email address and, if you have an iPhone, your phone number. That's why, for example, my wife was getting my iMessages. You can't remove an email address until you've replaced it, so from the Messages setting, tap Receive At > Add Another Email. 3. Type in the new email address you'd like to associate with that device. 4. Once the email's been entered, Apple will send a verification email to that address. When you receive it, just click the activation link and the new address will now be linked to that device. 5. Finally, you can remove the original association by tapping the email address you want to remove and then tapping Remove This Email.
Change Your iMessage "Caller ID"
You can adjust what shows up as your iMessage "address" in your recipient's messages in the Caller ID section. Open Settings > Messages > Receive At > Caller ID.