You have to consider, assuming you are traveling back in your own timeline, the paradox of removing the event that caused you to send the message in the first place.
With the alternate timeline theory, you could be satisfied with knowing that perhaps your other self would believe you and end up living a better life.
Either way, you ultimately don't know what the outcome of different choices are and you could actually set into motion a much worse chain of events.
Tricky thing that time travel is...