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The conversation is not usually the first thing in the request.
Before your message, the app can place instructions of its own: "Answer as a helpful assistant. Keep the explanation concise. Refuse requests in these categories. Use this format."
You do not normally see this text. The company building the app writes it, then includes it again when the app asks the model for a reply.
These are often called system instructions or developer instructions. Different systems distinguish these roles differently. Their job is to guide how the model handles the request.
The instructions are powerful, but they are still instructions written in text. They influence the model. They do not become permanent knowledge, and they do not guarantee perfect obedience.