I faced a situation, where I need to find out the sequence of activites where message tracking is taking place. After googling I came accross a good article by BizTalk MVP Thiago Almeida. Thiago systematically explains the points where tracking occurs in BizTalk message execution.
There are three different kinds of service instances in BizTalk Server namely receive port, orchestration and send port. Each of these service instances are associated with GUID(s) that uniquely identifies each service instance. Also when a message is received or sent by a service instance, BizTalk runtime attaches a GUID to it.
Original Post : Find it here