Messina is part of Sicily
Messina was under Spanish rule during Shakespeare's time, which explains why Don Pedro of Aragon is everyone's Prince. Messina was a bustling port city, which also had a lot of agriculture because of its climate. Messina was an alive, bustling, and idyllic place that would be the complete opposite of a battlefield. Much Ado is a borderline pastoral play, but not a true pastoral as everyone is familiar with Messina. But the arrival of the soldiers loosens the constructs of the place and puts everyone in the mood for love and merriment. It's unknown and inconsequential if Shakespeare had ever been to Italy. Shakespeare picked cities and gave them character. Matteo Bandello's, La Prima Parte de le Nouelle (1554), influenced Shakespeare picking Messina. In Much Ado, Messina is a place for hijinks and shenanigans.
Don Pedro hails from Aragon, Spain. This is somewhat of a rare nod to actual current and events from Shakespeare, but his choice for Don Pedro and Don John to be assimilated outsiders is a deliberate one. We don't see too much weight put on Don Pedro being Spanish, as the Spanish were enemies of England at the time.
Benedick and Claudio are from other parts of Italy. Benedict hails from Padua, which was known in Shakespeare's day for its university and arts. Claudio is a young Florentine, Florence was known for it's trade, culture, and ostentatious power.