Head into System Preferences from the Apple menu and click on the Security & Privacy preference pane to access your login and lockscreen options.
Click on the padlock icon in the bottom-left corner and enter your administrator password to enable you to make edits to the login screen preferences.
Type your message into the textbox about halfway down in the window and ensure you tick the checkbox above it to enable login screen messages.
To confirm that your message is being displayed, log out and take a look! It should appear towards the bottom above the Sleep/Restart/Shut Down buttons.