What evidence from the story can you provide that shows how the Ibo didn't always quite understand the Christian message?

That's pretty evident in the story. Lets take part 2 chapter 16 as an example. The whole meeting is awkward. The villagers ask the missionaries many questions. The missionary insist that their (Igbo) gods were deceitful and arbitrary.This frightens and confuses the crowds and they begin to move away. The missionaries begin singing a joyful hymn to get their attention again. THe whole scene is awkward and stilted.