1) Open System Preferences.

2) Click Security & Privacy.

3) In the bottom left-hand corner, click the lock icon to unlock the preference pane.

4) Type the username and password of an account on your Mac with administrative privileges. Then, click Unlock.

5) Under the General tab, check the box next to "Show a message when the screen is locked". Then, click Set Lock Message.

6) Type your desired message and click OK.

Outcome

You have successfully set a lock screen message on your Mac.