UserError exception should be used in all cases where some action should not be allowed, when it goes against logic.

        if not self.checkout_ids:
            raise exceptions.UserError('Select at least one Checkout to send messages to.')
        if not self.message_body:
            raise exceptions.UserError('Write a message body to send.')

To Know More About different types of exceptions refer :

https://www.cybrosys.com/blog/raising-exceptions-odoo-13