How can I create a simple message box in Python?

Have you looked at easygui?

import easygui

easygui.msgbox("This is a message!", title="simple gui")

You could use an import and single line code like this:

import ctypes  # An included library with Python install.   
ctypes.windll.user32.MessageBoxW(0, "Your text", "Your title", 1)

Or define a function (Mbox) like so:

import ctypes  # An included library with Python install.
def Mbox(title, text, style):
    return ctypes.windll.user32.MessageBoxW(0, text, title, style)
Mbox('Your title', 'Your text', 1)

Note the styles are as follows:

##  Styles:
##  0 : OK
##  1 : OK | Cancel
##  2 : Abort | Retry | Ignore
##  3 : Yes | No | Cancel
##  4 : Yes | No
##  5 : Retry | Cancel 
##  6 : Cancel | Try Again | Continue

Have fun!

Note: edited to use MessageBoxW instead of MessageBoxA