A double message is when someone sends two messages in quick succession. This can happen if the person is typing too fast, or if they accidentally hit the send button twice. Either way, it can be annoying for the person on the receiving end.
If you accidentally send a double message, the best thing to do is to apologize and explain what happened. If you're sending a message to someone you don't know well, you can just say something like "Sorry, I hit the send button twice by mistake." If you're sending a message to a friend or family member, you can be more casual and just say something like "Oops, sorry about that!"
If you're on the receiving end of a double message, you can just ignore it and move on. If the person keeps sending double messages, you can politely ask them to stop.