If I erase my iPhone on iCloud, would the messages be erased also?

Okay so recently my aunt took my phone cause she thinks it's a consequence for the things i have done wrong, and she is possibly checking my messages and notes and photos to 'find out' stuff I guess. So would the messages be erased too if I click on the Erase iPhone option on Find My iPhone on iCloud?

Yes, erase my iPhone deletes all the data, and unless it is backed up on a computer, everything would go including your photos and apps. In your case, I would use the lock my iPhone feature so your aunt can't even get into your phone without the code.