I think

  1. “It’s very important, I think, for us to spread that message, that consolidation is necessary,” he said.
  2. “I think It’s very important for us to spread that message, that consolidation is necessary,” he said.
    Is there any difference in meaning between #1 and #2?
    Which one do you prefer to?

No difference in meaning.

I would prefer #1 to #2. I would write it as
3. “I think it’s very important,” he said, “for us to spread that message, that consolidation is necessary.”

By breaking the quote up into logical sections, it gets easier for some readers to understand. Left of the attribution, you learn that something is important, and to the right, you learn what he thinks is important. The comma serves a similar purpose in separating the idea of spreading the message from the content of the message.