I'm trying AFK message on a test server only with the Essentials plugin. When I try something like /afk My message or /afk 'My message', it doesn't work. What am I doing wrong? Or is there a config line that needs to be there or set differently? TIA.

You need to set userIsAwayWithMessage in messages.properties to something which includes {1}. You might have to copy the messages.properties file from here to your plugins/Essentials folder first.

Just a note, you also need to enable the locale file comment in the configuration, I was missing that out too. Thanks!