Ghandi believed in non-violence. when Ghandi says "my life is my message,", he is saying that the actions he made in his life stand as an example to follow. when Ghandi said, "you must be the change you wish to see in the world.", he was elaborating on his previous statement by saying that he wants to be an example to follow.
Ghandi's peaceful ways stand as evidence, and multiple are listed in the above paragraph or two.