|I would think the Messenger program should be able to read them.|
Can be just about anything: text, graphic, or general binary data. There is no specific structure for a .DAT file. You can use an editor like EditPad Pro to look inside a .DAT file and possible determine its contents and relationship with a program.
Also, if you have it, QuickView can read them but it may not be worth looking at it with it. You will have to scroll many, many pages to get past the coding before you see any text.
QuickView, if you have it, can be found by right clicking on the .dat file and selecting "Quick View" or "Quick View Plus".