I could not see any pictures in my Message App but when browsing around my system logs, also found this:
If you are seeing these messages in your Console (100x of times):
5/19/16 11:58:45.499 AM Messages[3234]: [Warning] Fezz: Couldn't create saved chat sub-path at (null)
5/19/16 11:58:45.499 AM Messages[3234]: [Warning] Fezz: Couldn't create saved chat path at /Users/<username>/Library/Messages/Archive
Problem is apparently with this folder in /Library/Messages/Archive and Library/Messages/Attachments. The need to be deleted and recreated as folders, not files.
To get to Library/Messages on Mac, easiest method I found is: Finder -> Go -> (Press Opt/Alt on keyboard) -> Select "Library", then "Messages".
Enjoy using iMessage, part of benefits of all Apple ecosystem.