You can either talk to all the users in a given dimension or area through the General Chat, which will be displayed unless you choose to turn it off. 

You can also talk through Private Messages, but that functionality is restricted to VIP users only. If you are a Basic member, you can still privately chat, but a VIP member will have to initiate the private conversation. To initiate a Private Chat, right-click on the other user and choose the ‘Private Message’ option off to the list.