Acabei de encontrar isso ao pesquisar por essa mesma informação:
Exportar uma mensagem do Gmail para o Google Docs , por Brad Linder em 17 de dezembro de 2008:
I use a lot of Google services on a day to day basis, including Gmail,
Google Calendar, and Google Docs. So I'm always excited when Google
announces a new way to make these web apps play well together.
Yesterday the company announced a new feature in Gmail Labs that adds
a "create a document" link to your email menu.
When you open an email and click the document link, the message will
be exported as a Google Document. From there you can edit it, share
it, or download it as a Word, PDF, or RTF file.
In order to enable the feature, just click the Gmail Labs icon (it
looks like a beaker and hangs out next to the settings link in the top
right side of your Gmail homepage) and scroll down until you see the
Create a Document option. Click enable and Gmail will reload with the
feature enabled.