Add PR link to changelog entry

Co-authored-by: cryptodev-2s <109512101+cryptodev-2s@users.noreply.github.com>

Author: Gudahtt

packages/messenger/CHANGELOG.md

@@ -9,6 +9,6 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
-- Migrate `Messenger` class from `@metamask/base-controller` package
+- Migrate `Messenger` class from `@metamask/base-controller` package ([#6127](https://github.com/MetaMask/core/pull/6127))
 
 [Unreleased]: https://github.com/MetaMask/core/