Control Led with Gsm shield

Projects Programming
2 
      String nextChar = String (c);
      String Mess = (lastMess + nextChar);
      lastMess = Mess;

If you are going to abuse the Arduino using the String class, at least do it intelligently:

lastMess += c;

All those constructor, copy operator calls, and destructor calls are making swiss cheese of your memory,

If you want a one letter message to turn the LED on or off, don't use the String class at all.

Are you sure that the LED is wired correctly?