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Can someone clarify me the difference (or similarity) between data and message described under Cipher Suite in Wikipedia

The key exchange algorithm is used to exchange a key between two devices. This key is used to encrypt and decrypt the messages being sent between two machines. The bulk encryption algorithm is used to encrypt the data being sent.

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In this case, they mean the same. The messages are the data.

Symmetric ciphers are much faster than asymmetric ciphers. If asymmetric ciphers were faster, we'd simply use them for all the data exchange.

But they aren't, so instead we use the asymmetric ciphers to agree on a key for a symmetric cipher. The much faster symmetric cipher is then used to encrypt the actual conversation - the bulk of the communication.