All system and user-defined error messages in an instance of the Database Engine are contained in the sys.messages catalog view.
Here’s how to query this catalog view to list the Error Messages based on their severity
SELECT * FROM sys.messages
WHERE language_id = 1033
ORDER BY severity desc
The error message describes the cause of the error whereas the severity indicates how serious the error is.You can read more on the different Level of Severities over here Database Engine Error Severities