Like anything else, Koukouvagia, the mess is more in the clean-up. When done, you'll have the housing, the worm, the blade, and the die plate, all coated with a sort of meat smear, that have to be washed and dried.
Grinding is basically easy. Cut the product small enough to feed through the hopper, Feed it into the worm. And ground stuff comes out through the die. Make sure you have a bowl under it to catch the ground food.
I happen to use a stand-alone grinder. But the principle is the same, and there's no reason to buy one of them when you can fit your KA with the grinding attachment. From what I've heard, mechanically they work just fine.
One caveat: I'm not directly familiar with the KA grinder, so don't know. Does it come with a selection of die plates? Those are what control the size of the grind, and you need at least two (fine and medium) for most jobs, and a third, course grind plate, for sausage making.