JUnit tests should include at least one assertion. Using a message for each assertion makes the reason for failure more clear and makes the test easier to maintain and debug.
Example:
public class Foo extends TestCase { public void testSomething() { Bar b = findBar(); // This is better than having a NullPointerException // assertNotNull("bar not found", b); b.work(); } }
Source: http://pmd.sourceforge.net/pmd-4.3.0/rules/junit.html