How is “get the message” used?

In The Wolf of Wall Street (2013), one line is: “Well, after all this, I finally got the message.”

Which movie is “get the message” from?

The clip at the top of this page is from The Wolf of Wall Street (2013).

to understand what sb is trying to tell you indirectly; to receive or hear a message, notice, or announcement that was sent

informal · Heard in 22 moviesPlay Idioms

Oxford89% of films
to understand what sb is trying to tell you indirectly
All right! All right, I get the message.
Editorial11% of films
to receive or hear a message, notice, or announcement that was sent
Didn't you kids get the message?

Definitions from the Oxford Advanced Learner's Dictionary, 9th edition

Well, after all this, I finally got the message.

Said in 8 films · #1