Generally, messiness is not good.
The link Robby Slaughter posted has it right. Every single thing you have on a desk will demand your attention by default. That's the reaction that someone else gets when they first see it.
Eventually, your brain will learn to filter out some of that mess and start organizing it mentally. Like it will know that this pile of junk is where you keep tools. That pile is where you keep your forms dedicated to doing a specific task.
However, this doesn't necessarily make it more organized. When you drop something in the wrong pile, it will be nearly impossible to find. It also means that everything that isn't in the stacks of useful things will be filtered out by your brain and ignored, meaning that you can have actual garbage lying somewhere between the stacks and never see it.
I would recommend cleaning up your desk if you plan to have other people work with it and so you don't have candy wrappers and moldy sandwiches hidden in there somewhere. An organized mess can easily be an organized non-mess, and it takes little effort to maintain it in some cases.
The time spent cleaning it up is not always worth the productivity gain from a clean desk.
And as most people know, a clean area attracts mess. If your desk is clean and your colleague's is cluttered, your boss may choose to dump their excess things on your desk because there's more space.
People will also correlate messy desks with work, so if your desk is clean, you may be given more work (since you've obviously got a lot of time to clean your things). Or if they see that your "to do" stack is small and neat, they may think that you've got room for more work.
If you are in full control, clean it up. Otherwise, organized chaos may be your best option.