If I doubted on the authenticity of a "message", must I automatically associate it with the enemy's attacks?
Message here refers to any information that might be related to God's Will in our lives.
It is good to remember that God is consistent. He does not change. This works out to our benefit. For example:1
Malachi 2:6 (ESV)
For I the Lord do not change; therefore you, O children of Jacob, are not consumed.
One of the ways in which this is good for us is that we are not trying to hit a moving target when it comes to understanding His will. His character, what pleases Him, what He expects from men, and other like topics are fixed, not variable truths.
This knowledge about God also allows us to say that He will not contradict Himself. If He has a message for you, you can easily check whether it's possibly true by checking it against a known corpus of teaching, His Word. He will never tell you anything inconsistent with the teachings he gave us in the Scriptures. This is why it is important to study and know them well so that as we are bombarded with messages from this world we will be able to discern which messages are an echo of His voice and which are crafts of the deceiver.
Most of the book of Jude tucked away at the end of the NT is a scathing warning against false teachers defined as any person or teaching that espoused any idea other than the Gospel as outlined by Christ and the early Apostles. It talks about people who see visions and follow them, reject the authority of the church, and fall into all manner of wrong roads. It ends with this call:
Jude 1:17-21 (ESV)
But you must remember, beloved, the predictions of the apostles of our Lord Jesus Christ. They said to you, “In the last time there will be scoffers, following their own ungodly passions.” It is these who cause divisions, worldly people, devoid of the Spirit. But you, beloved, building yourselves up in your most holy faith and praying in the Holy Spirit, keep yourselves in the love of God, waiting for the mercy of our Lord Jesus Christ that leads to eternal life.
There are numerous other NT references to the importance of sticking to the early teachings, many of them clearer than this passage. The long an the short of it is that we are to discern whether any message is from God by comparing it against the rest of the Word.
1 Note that this example is in a different context of God keeping his covenants even when men are faithless, but the principle of God not changing is also found many other places in Scripture so I think it's a valid proof here.
One of my favorite quotes in The Lord of the Rings echos the idea of right and wrong and the basis for the decisions we have to make in our lives not being variable.2 Faramir asks:
"How shall a man judge what to do in such times?"
"As he ever has judged,' said Aragorn. 'Good and ill have not changed since yesteryear; nor are they one thing among Elves and Dwarves, and another among Men. It is a man's part to discern them, as much in the Golden Wood as in his own house."
2 This is not a source text!
The best Biblical advice on the matter comes from James 1: 5-6. If God has a message that He wants you to hear and act on, He will be willing to verify the truth of it to you if you pray about it with faith and sincerity. And likewise, if the message is false, He will manifest that to you as well, to keep you from being led astray.
No you don't have to presume automatically that is of the Enemy. Because, obviously, if you did so, said Enemy would use it. "Oh, I can't counter the message directly, but I know how I can make Rek doubt... Muahahahaha!"
As for the rest, I refer you to Mason's answer... oh, and God may confirm his message even of his own will, even w/o you ask him to. Remember, he is God, he is sovereign in all he does.