More than once, I have wanted to keep some notes with some email in Mail, to remind me to do something specific referred to in the mail. But there is no way of editing an email that has been sent to you. There were a couple of hints here on changing the subject line of a message, but that would also change the From address.

There is a cool way to keep a small amount of notes using To Dos in the new version of Mail.app. Just control-click anywhere on the message (note that if you click on the menubar To Do button, Mail will create a separate To Do in the To Do folder) and select New To Do from the contextual menu. Then type whatever you want to and it will show up with the message. Type whatever you want to see in a single long line; if you try to use Control-Return to enter a line break, Mail won't be able to save the To Do.