When you Release your Spen, and go into the SPen Quick settings menu. There is the option for live message.
What device are you using? Can you provide us with the model code of the device?
We would recommend trying to reset the Spen and clear the cache of your device and restart.
You can locate the troubleshooting steps here: http://www.samsung.com/us/support/troubleshooting/TSG01001830/#reset-the-s-pen