Du måste deklarera din variabel "msg" i din procedur och använda END IF
#START TRIGGER
delimiter //
CREATE TRIGGER passStandard_check BEFORE INSERT ON Module
FOR EACH ROW
BEGIN
DECLARE msg VARCHAR(255); /* << PUT THIS HERE */
IF NEW.passStandard < 0 || NEW.passStandard > 1 THEN
set msg = concat('Trigger Error: Pass Standard: ', cast(NEW.passStandard as char));
signal sqlstate '45000' set message_text = msg;
END IF; /* << YOU WILL NEED THIS TOO (DONT FORGET THE SEMICOLON :D) */
END//
delimiter ;
#END TRIGGER