You might want to read this
topic: [Merit] Hey Bitcoiners! Can You Send Encrypted Messages? to get familiar with implementing signed messages from a fixed address. Signing a message from an address is very important to verify that a person is the owner of an address, it is mainly used for trading, or, can also be used to get your account back in case your account is stolen. Any follow-up questions, just post them here and you'll be answered promptly
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Hispo is not asking how to encrypt a message using PGP key, he is asking about how to sign a message using bitcoin address.
Maybe you mean this thread also by OgNasty:
[Merit] Hey Newbies! Can You Sign A Message?The best to do is to make use of this guild:
How to sign a message?!Overview of how to sign a message using bitcoin address
You will need a wallet that can sign a message like electrum or mycelium.
Generate an address to sign a message
Look for an option to sign and verify a message
Paste the address you generated on the same wallet
Write your message, including the present date may be needed
Press on sign
The signature will appear
Use the guild above for the full study about it.