To order a result by the size of a collection, use the following query:

select usr.id, usr.name
from User as usr 
    left join usr.messages as msg
group by usr.id, usr.name
order by count(msg)

If your database supports subselects, you can place a condition upon selection size in the where clause of your query:

from User usr where size(usr.messages) >= 1

If your database doesn't support subselects, use the following query:

select usr.id, usr.name
from User usr.name
    join usr.messages msg
group by usr.id, usr.name
having count(msg) >= 1

As this solution can't return a User with zero messages because of the inner join, the following form is also useful:

select usr.id, usr.name
from User as usr
    left join usr.messages as msg
group by usr.id, usr.name
having count(msg) = 0