Can I create a message to be signed instead of a transaction? with 0 Algo as fees?

Can I create a message to be signed instead of a transaction?

For example, I want a user to sign a message so I can confirm the address belongs to the user.

I can do this using a 0 ALGO transaction with a note, but I was wondering if we have a tool just for signing messages, without any ALGO.

Basically Algorand has six types of transactions within their protocols:

Most used ones being:

1. Payment Transaction - used to send algos from one account to another
2. Key Registration - this ones is used to register and account either online or offline for casting vote in consensus
3. Asset Configuration - used to create an asset or modify it's parameters
4. Asset Freeze - used for freezing the asset sent to receiver
5. Asset Transfer - used for transferring asset to other address
6. Application Call - used for calling specific app over network

For your scenario, you can use key registration transaction more info about this could be found here

For Verifying the address/Individual wallet you could verify it with comparing key you get on broadcasting with one generated by signing your transaction object with a private key.

Feel free to ask here if you have any other questions!