What is the "Message-ID" email header?
This email header is described in the RFC 5322. This field provides a unique message identifier that refers to a particular version of a particular message. The mail server that sends the message is responsible for guaranteeing the uniqueness of its Message-ID. It should be machine-readable and not necessarily meaningful for humans.
Why should I use it?
In Google's Bulk Senders Guidelines they mention that:
Messages must have a valid 'Message-ID:' header field
By not complying with this guideline, you increase the chances that your messages will end up in your recipients' Spam folders.
How do I set it up?
In whichever system or software you use to send messages to your subscribers, you need to edit its email header area and include a new field:
Where %%uniqueID%% is a unique identifier for each email being sent from your system. Note that this applies to every type of email, whether it be an autoresponder, broadcast, or transactional one.
How can I test that it's setup properly?
The "Message-ID" header is one of many things that are validated by the Winning Email domain checkup tool: https://winning.email/checkup