Messi moved to Barcelona at the age of 13 and would have been eligible to play for Spain.
"The other day I was talking to a friend and he said to me: 'Look, if you had stayed with Spain, you would be world champion,'" Messi said. "But it wouldn't have been the same. Obviously, it never crossed my mind at any time."
Messi repeated that he dreams not only of playing for Argentina but in Argentina, preferably for his boyhood club Newell's Old Boys.
Iceland, he said, "compete with anybody" pointing to their surprising run at Euro 2016.
Nigeria, Messi said, are "always tough for us". He missed the friendly in Krasnodar in November that Nigeria won 4-2. The countries have met four times in the World Cup and Argentina have won by one goal every time.
Messi compared Croatia to Spain "for controlling the ball, the quality of their midfield players".