I got the Holo Caster message after defeating Clemont (the Electric-type Gym Leader) in Lumiose City, but I was wasn't reading it properly and I just skimmed through it. Now I forgot where I am supposed to go.
The Holo Caster message is of Prof. Sycamore asking you to come to Lysandre Café. ("You can see it from outside the Pokémon Center right by Prism Tower. It's the red café.") This message can be replayed by using the Holo Caster in the Key Items bag of your Inventory (not the Holo Caster in the PSS).
Throughout the game, you will receive various calls on the Holo Caster. However, if you missed vital information on them, you can access the Holo Caster in the item menu and play through all of the calls you have received on it. This is mostly just for nostalgia of your journey, and to make sure you're going to the right place if it has been a while since you played