train_data = pd.DataFrame(columns = ['id','text','response','name'])
prev_msg = ''
for index, row in df.iterrows():
    if prev_msg != '':
        tmp = pd.DataFrame({'text': [prev_msg], 'response': [row['message']], 'id': [row['id']], 'name': [row['name']]})        
        train_data = train_data.append(tmp[['id','text','response','name']], ignore_index=True)
    prev_msg = row['message']
display(train_data)