I'm biased since football is my main sport. But I've been watching Messi since he started and I can confirm with 100% certainty he's the best athlete of all time.
Now was he more dominant than Jordan and Gretzky? Who has the better stats, who wins in popularity, who wins in eye test? Also for a casual which athlete is more interesting?
I think it all depends on what someone is looking at, but as a casual of NHL and NBA I can give my two cents:
Eye test: All are 10/10 , but I'd say Messi wins here (just watch any youtube video of him from 2011-2019)
Dominance: Messi and Gretzky are a tie. Jordan doesn't have the most MVPs or Final MVPs.
Gretzky has 9 MVPS and Messi will most likely win his 8th Ballon dor this year... difference?
Messi won 7 so far while playing in the same era as arguably the second-best player ever in his sport (Ronaldo). That means Messi was second in Ballon Dor votes 5x, so if Ronaldo didn't exist Messi would have 12-13 ballon dor's. In other words, if Messi wins his 8th balon dor this year, he'll have 3 more than the second (Ronaldo), which is the same difference that Gretzky has with Howe.
Popularity: Messi and Jordan are both insanely popular, but MJ made basketball bigger... But Messi has almost 500 million IG followers, would MJ have that? Don't think so.
Stats: Gretzky is amazing here, but so is Messi and Jordan. Gretzky dominance has lasted years, Jordan many have been broken, and Messi broke 50-70 year old records...
Sports popularity/difficulty: Football is by far the most popular sport, more than 250 million play it, and over 2-3 billion watch it. Hockey and Basketball are big, but nowhere near.
Longevity: Messi has been top 2 player almost every year of his career up until now. Gretzky is second and Jordan 3rd
Trophies: I'd say it's unfair to compare since NBA and NHL are a league, and in football, there are more tournaments and international tournaments with more weight than leagues. So it's a tie for all
Lastly, I think Gretzky and Jordan's legacy had a lot of time to breathe, and their legacies are set. Messi can still add to his legacy and we still don't know what the aftermath of his retirement will be. My guess is that it's not until he's done will have time to digest everything, just like we do with Jordan and Gretzky.
Other stats: Messi has an Olympic gold medal (Pele, Maradona don't), Messi has a Copa America (Pele, Maradona don't), Messi was 2x best player World Cup (only player ever). And on top of all his insane stats, he took an average Argentina to win the World Cup