GDAL supports reading only of MSG native files. These files may have anything from 1 to 12 bands, all at 10-bit resolution.
Includes support for the 12th band (HRV - High Resolution Visible). This is implemented as a subset, i.e., it is accessed by prefixing the filename with the tag "HRV:".
Similarly, it is possible to obtain floating point radiance values in stead of the usual 10-bit digital numbers (DNs). This subset is accessed by prefixing the filename with the tag "RAD:".
Georeferencing is currently supported, but the results may not be acceptable (accurate enough), depending on your requirements. The current workaround is to implement the CGMS Geostationary projection directly, using the code available from EUMETSAT.