Don't listen to these guys. If you're a novice, just don't ride so aggressively until you get the hang of it. Just because you're a messenger doesn't mean you have to have 4 minutes between every pickup and dropoff and make $800 a week.
Advice: never run a light unless you're sure you'll make it through. Don't break a leg trying to cut a little minute off your time. You are never in such a hurry that you need to take bad risks. Don't cut off other messengers. They're your only allies out there. Don't piss off your dispatcher. He's pretty much the only person you talk to all day, and they can make your day hellish or heavenly if they want to. Don't argue with security guards. You can't win.
Watch out for ****ing taxis. The faster they drive, the more money they make so they drive like messengers ride except they don't have to worry about getting hurt. They also pay a lot of attention looking for fares. If it's stopped, expect any door on the taxi to fly open.