These interesting messages are simply things you have to click and than they will added to your codex. As stated, there a three in each of the three acts. On PC, use "tab" to easily spot them.
Lowtown at night- Right next to Merril's house.
Gallows- In the area where Athenril the smuggler was during the prologue.
The Bone Pit- All the way at the back, not in the cave.
The Qunari Compound- Up the first stairs you see when you walk in.
Chantry- On the right, second floor; on the table.
Darktown- At the entrance where the elf who gives you poisons is at.
Sewers- This one is in the sewers during the "Justice" quest that you get from Anders. Make sure you look all over.
Warehouse- This one is at a warehouse during the questline that has to do with Gamlen.
Docks- This one is during the final quest. When you go to the docks it will be right next to the statue of you after you kill the blood mage.