I'd never seen this partition before on my secondary hard drive in Disk Management, and when I was re-installing Windows onto my primary, I accidentally deleted it, thinking it had been created during the Windows re-installation process. I later learned that the MSR partition is not meant to be visible in Disk Management, so I decided to recreate it. My secondary had 129mb of unallocated space at the beginning of the drive, so I did "create partition msr size=128 offset=1". This means that there is now 1mb of unallocated space at the start of the drive, then a 128mb MSR, and then my first user partition. Did I do it all correctly?
It's only needed on your boot drive when uefi is used. On data drives that are set for gpt, diskmanager will still make it but it's not needed. If using diskpart, the gpt disk can have 1 big primary partition without issue.