Lazy.nvim creates message.log after new plugin installation

[Ra2-IFV]

When lazynvim finished new plugin installation, I could always see this:

"messages.log" [New] 4L, 37B written
Press ENTER or type command to continue

Then vim just exits, leaving a file called messages.log in current directory. I searched about it but nothing is useful.
Is that related to lazynvim? Is that normal? Can I disable this because I always forget deleting it