That page is handled by the user message template- found in ‘Admin- Specialty Templates’- so changing the template itself would alter all user messages. Still, if you’re shooting for a certain style, that’s where you’ll want to edit things.
If it’s the message itself that needs changing? That’s handled by the language file- system/language/english/lang.email.php:
"em_email_sent" =>
"Your email message has been sent.",
You can change the message there- just remember to update it if you replace the file when upgrading.
Make sense?