I don't know the Samsung message app, but most third party apps let you do this by selecting the contact within the message app (i.e. their conversation thread) and then setting a specific notification for them. This may mean entering the app's settings while viewing that thread, or it may mean long-pressing on the thread in the conversation list to select it and then using a menu or pop-up to set the notification for that contact.
Not all stock apps support this though, so if you really can't find anything the answer may be to use a different message app.