Instant messenging.
An instant message is a private message between you and another user. You can send this sort of message only to users who are connected to the server right now, and the messages are not recorded. Instant messages can only be seen by you and your interlocutor.

To open an instant messaging window with a user, click his nickname. In the menu shown, select "contact", then "instant messaging".

Instructions on how to use the chat panel are here.

You can block incoming private messages if you don't want to receive them. To do that, use the options in the menu.