You can create links to e-mail messages in the Notes app. To do so, click and drag an e-mail to an open note. This will create a clickable link which, when clicked, will display the message in the Mail app.
You can then change the title of the link in your Notes app to something more meaningful, if you so choose. Move your mouse cursor to the end of the link and then use the backspace key to move the cursor over text in the link. Make your changes.