Re: How does the Mess work?
Due to the number of systems it emulates, MESS requires a bios file for most of the systems. MESS is telling you that it hasn't got the Colecovision Bios rom so can't run any Colecovision games.
If you're using MESSUI then scroll down to colecovision in the system list, right click it. Use the menu to tell it where the coleco bios rom is located. Now it will run Coleco games.
MESS along with MAME is dedicated to preserving hardware accurately, its an archival project. The developers couldn't care less how user friendly it is or how many games work because that's not the ethic behind the project. The games working is a natural side effect of the work they do.
Emulators like VBA and Zsnes, while good in their own right were developed solely for people to play games with, regardless of how accurate they are in emulating the original hardware (not very TBH).