Let's say I create a token of Geralf's Messenger with Kiki-Jiki, Mirror Breaker. Since I have to sacrifice the Messenger at the end of the turn, or token of, does it come back since it has the undying mechanic? How does it work? Probably a silly question
Tokens cease to exist as a state-based action if they're anywhere but the battlefield. Undying will trigger, but the token doesn't exist anymore, so Undying resolves and does a fat lot of nothing.
The latest Comprehensive Rules are also good, and can be found here.