How to change confirmation message

You can use conditional tags to customize the output of the confirmation message depending on the page. Here is an example:

function jeherve_contact_confirmation() {
	if ( is_page( '1471' ) ) {
		$conf = 'special';
	} else {
		$conf = 'general';
	}
	return $conf;
}
add_filter( 'grunion_contact_form_success_message', 'jeherve_contact_confirmation' );

I hope this helps.

Can you gently write a full example? What I have to do with this codde?

Like if the page is id940 and I want to show “Hello World, this is a confirmation message” as confirmation message.

Have I to put this code in my theme’s functions.php? What I must modify?

Have I to put this code in my theme’s functions.php? What I must modify?

Yes, you can place that code in your theme’s functions.php file, or in a functionality plugin.

Here is the full example with the parameters you specified:

function jeherve_contact_confirmation() {
	if ( is_page( '940' ) ) {
		$conf = 'Hello World, this is a confirmation message';
	}
	return $conf;
}
add_filter( 'grunion_contact_form_success_message', 'jeherve_contact_confirmation' );

How can I set a custom message for a contact form (your code) and a global for every other form?

You can do it like this:

function jeherve_contact_confirmation() {
	if ( is_page( '940' ) ) {
		$conf = 'Hello World, this is a confirmation message';
	} else {
		$conf = 'Hello World, this is the confirmation message for all the other forms.';
	}
	return $conf;
}
add_filter( 'grunion_contact_form_success_message', 'jeherve_contact_confirmation' );

Thanks!