MONMSG is used to monitor for program errors. There are some error that we know may be ok and we still want the program to proceed. Other wise the program would halt and processing stops until it is answered or corrected.
You may use something like this.
MONMSG MSGID(CPF2105) /*DOES NOT EXIST*/
If the error would have been triggered, you said ok I know this error could occur and let the program continue.