I send telephone messages to my boss by email rather than writing it on a telephone message pad. That way it won't get lost in the pile and saves on paper. You could also open a folder in Outlook for Telephone Messages if that would be useful to refer back to.
Remember to put an Out-of-Office voicemail message on your telephone when you will not be in the office.
I always identify myself and give my title. For example, "You have reached the voicemail of Patricia Robb, Assistant to [insert your professional's name]". If it is a business call don't assume they will recognize your voice. By leaving your name and title this will give them the assurance that they've called the right number. I let them know when I will be back in the office and the name and contact information of someone to contact if they require immediate assistance. (Of course, be sure to check with your co-worker first before providing his or her information). If they need immediate assistance I also give them the option of pressing '0' to speak to the receptionist.
I take advantage of the temporary voicemail message option and set an expiry date and time so my Out-of-Office message will automatically expire an hour before I am due back in the office. This is just one more thing I don't have to remember to do when I am back from holidays; I know my voicemail will be set back to my original message automatically.