This message is related to the CLRs created in the DB. The message will usually be: AppDomain some_number (dbname.dbo[runtime].some_number) created.
To see the AppDomains currently online in the DB, run the command: select * from sys.dm_clr_appdomains. This will show you the DB and user id under which these CLRs are running. Other related DMVs are: sys.dm_clr_loaded_assemblies, sys.dm_clr_tasks.
From BOL: Application domain (AppDomain) is a construct in the Microsoft .NET Framework common language runtime (CLR) that is the unit of isolation for an application.
Basically, the AppDomain is used to isolate the individual processes for security and manageability reasons. For performance reasons the AppDomain is cached after the routine has finished running. Based on the cost/value column in sys.dm_clr_appdomains the AppDomain will be removed from memory when under pressure.