Insert a link in apex:pageMessage from visualforce page and add style definitions to the link

11:10 AM

<apex:page showHeader="false">
 font-size: 100% !important;
 margin: 0 3px !important;
 color: #015ba7 !important;
 <apex:outputpanel rendered="{!$User.IsDowngrade__c}" style="margin:0 3px !important;font-sixe:100% important;">
  <apex:pageMessage severity="info" strength="3" summary="This is a test message. Please<a href= class=msglink target=_blank>click here</a>to test." title="Link Notification" escape="false">      

Note the following:
  • escape="false"
  • href= and NOT href="" 
  • class=msglink to add style definitions