"If we had talked, we would not be in this mess."
Translation:Se nós tivéssemos conversado, nós não estaríamos nesta confusão.
nessa = in that
nesta = in this
Please, read this and all will make sense: http://www.soportugues.com.br/secoes/morf/morf48.php
Unfortunately, the majority of the brazillian people does not know the difference between "esse" and "este". So, you can exchange them freely in the spoken language.