I have installed FOSMessageBundle. I think my installation is correct. No error on doctrine:generate:entities neither on doctrine:schema:update.
I see in ressources/routing.xml there is this route:
<route id="fos_message_thread_new" path="/new">
Maybe try use the
debug:router command. It should shows you details for the route (including the full path of the route).
app/console debug:router fos_message_thread_new