Saving attachments without checking the MSG files first can create a messy output folder, especially when old emails contain signatures, duplicate documents and files from different clients.
A safer way is to review a few MSG files before extraction. Check the subject, sender, and attachment names, then save only the files that are actually needed. If you want a preview-based way to handle this for anyone dealing with archived MSG folders, this offline tool, Mailvare Free MSG Attachment Extractor is one option I would look at before starting the extraction.
Do not start with the complete archive straight away. Pick a small sample folder, save the attachments, and compare the output with the original emails. The free demo can help you confirm the result before working on the main MSG collection.