Messages go to your message "requests" for a reason. It's basically an answer at your own risk. And then the "other messages" is basically where message requests go when building a case against free speech.
I think it's a little more nuanced than that, but it's close. I _think_ if someone has a high enough 'sw rep' (which I think is some sort of secret sauce that nobody ever really knows what or if they have it) they go right to messages - they're assumed to be reasonable enough that you might want to interact with them. but you certainly have the base set right.
@iamisa did you click the "Ignore messages" link? Those are the only ones that go into Other Messages for me. Any other ones, whether my filters apply or not, only go into requests.