By default, Sponsored Messages allow you to reach anyone with whom you have an open conversation with. Facebook defines this audience as anyone who has messaged your page, either manually or via quick reply.
The ShopMessage builder doesn't offer additional segmentation, but you may always edit the ad directly in your Ads Manager.
To find the reach Estimate for your Sponsored Messages, you'll need to visit your Facebook Page and click on the Insights tab on the top of the page.
Next, click the Messages tab on the left hand side. Within the Messages tab you will see a Messaging Connections metric. The total number here is your Sponsored Message reach estimate.
Please note, Facebook states that this metric is still in development: