If you would like to open a (IM) message panel to chat with one of your pals, just click on their nickname in your pal list on the left side of the main window. The chat panel will open in the center of the main window. Use the text entry area at the bottom of the panel to type your messages. Press the enter key to send your message.
You can also open an IM panel by right clicking on a pal and selecting 'open IM' from the menu that appears.