Facebook already has advertisements on Facebook and Instagram, now in a bid to monetize Messenger, you will see ads in between various chat threads on Facebook Messenger.
Check out: Facebook Messenger: Tips and Tricks
Similar to Facebook and Instagram, Messenger ads will use the same sort of user targeting capabilities, meaning you will see ads based on your likes and maybe even conversations (you never know).
Facebook rolled out Messenger home screen ads in Australia and Thailand in January this year under beta testing phase Now, after the successful beta test, Messenger ads will be rolled out gradually for worldwide users by the end of this year.
We know nobody likes ads, and that too in Messengers but there is nothing one can do to stop Facebook from throwing ads on us. Guess we would have to live with it.