Is this some kind of spyware or a messenger virus?

no its no spy ware its like an emo on your messenger but you click on it and it takes you to which one your friend has sent you ,,, its just a wink ,,a smiley face ,, a laughing character or something like that ,, i get them all the time ,,when you get there it gives you the option to download it so you can do it back to your friends (hugs)