Let's put the convenience in convenience method (in addition to keeping a separation of concerns!! Here's an jQuery function titled upsert that will either locate an existing element or create a new element if none exist.
So just include this jQuery anywhere:
$.fn.upsert = function(selector, htmlString) {
  // upsert - find or create new element
  // find based on css selector     https://api.jquery.com/category/selectors/
  // create based on jQuery()       http://api.jquery.com/jquery/#jQuery2
  var $el = $(this).find(".message");
  if ($el.length == 0) {
    // didn't exist, create and add to caller
    $el = $("<span class='message'></span>");
    $(this).append($el);
  }
  return $el;
}; 
Then you could use like this:
$("input[name='choice']").click(function(){
  var $el = $(this).closest("form").upsert(".message", "<span class='message'></span>");
  // guaranteed to have element - update if we want
  $el.html("You've chosen "+this.value)
})
Ideally, it would be nice to simply pass in a selector and have jQuery create an element that matches that selector automatically, but it doesn't seem like there's a light weight vehicle for creating an element based off the CSS Selector syntax (based on Question 1 & Question 2).
Some further enhancements might provide more fine tuned control for DOM insertion instead of just always using .append().
$.fn.upsert = function(selector, htmlString) {
  // upsert - find or create new element
  // find based on css selector    https://api.jquery.com/category/selectors/
  // create based on jQuery()       http://api.jquery.com/jquery/#jQuery2
  var $el = $(this).find(".message");
  if ($el.length == 0) {
    // didn't exist, create and add to caller
    $el = $("<span class='message'></span>");
    $(this).append($el);
  }
  return $el;
}; 
$("input[name='choice']").click(function(){
  var $el = $(this).closest("form").upsert(".message", "<span class='message'></span>");
  // guaranteed to have element - update if we want
  $el.html("You've chosen "+this.value)
});
<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script>
<form action="">
  <div>
    <input type="radio" id="ca" name="choice" value="A" /><label for='ca'>A</label>
    <input type="radio" id="cb" name="choice" value="B" /><label for='cb'>B</label>
    <input type="radio" id="cc" name="choice" value="C" /><label for='cc'>C</label>
  </div>
</form>