I wanted to ask, is there a possibility that when a user uploads a photo to the website, the name of the photo will also be automatically written in the message
Thanks
If your site is going to be targeted at media (specifically images) I can't recommend Media Gallery enough.
And yes, as @Brogan noted, your media gallery title as set will show on your image when you use the media gallery embed of the editor. One thing I do is edit the menu for the editor and make the media gallery embed shown by default.
One thing I wish is that when "adding" media, it would offer you the ability to add it to XFMG instead of simply adding directly to the post.