My php form which saves the output in a text file glues the result to one string like:
Name1Email1The Message1Name2Email2The Message2Name3Email3The Message3Name4Emai
As other answers state, you need to add in an end of line character after each field.
Different OS's use different line endings, though, and so a "\n" may not display as a new line on Windows, for example. As Mahdi said, you can use Windows style "\r\n" line endings, or you can use the PHP_EOL constant so that line endings appropriate to the server will be output, in which case your code would look like
$data = $_POST['name'] . PHP_EOL;
$data .= $_POST['email'] . PHP_EOL;
$data .= $_POST['message'] . PHP_EOL;