The Brazilian joined Barcelona this past summer 20 total appearances for the club since moving from Gremio.
He's rapidly become a steady presence in the midfield for the club, who sit atop the La Liga standings.
Arthur credits Messi for helping him assimilate to the team, saying the Argentinian star has given him the confidence needed to find his way at a massive club.
"Honestly I didn't expect it. He's a guy I admire and, in my opinion and many other people's, he's the best player in history," Arthur said, according to Globoesporte.
"He gave me a lot of confidence, he helped me in training and in games. If the best player in the world praises you, I think that gives you some extra confidence.
"I am really grateful for his words and the attitude he has with me and everyone else in the dressing room."
Messi isn't the only star to help out the young Brazilian as Neymar has also played a big part in his development.
"[It] began with the national team. He's a simple guy, really playful," he said.
"We've got close, he helped me a lot with Brazil. When I came to Barcelona, I called me to do dinner, to do something, to meet up.
"Online I play video games with him. We speak nearly every day. When he plays on my side, he wins, but when he's against me, he loses."
Arthur has earned the praise of former Barca star Xavi, who says that the midfielder reminds him of himself when he was younger.
The midfielder says he looked up to both Xavi and Iniesta and, now wearing the latter's No. 8 shirt, Arthur hopes to continue on the legacy of great Barca midfielders.
"I always admited [Xavi] . Everything he did, I tried to do the same," he said. "He's a phenomenon. It's much more cerebral than anything else."
"It's special to use the shirt of your idol," he added of Iniesta. "I felt really happy to get his number and I hope I can honour a shirt which has given so much joy to the Barca fans."