Hit the dropdown arrow by your avatar on the main site and you'll see messages on the list. Click there and then hit the red bars that show up; you'll see new message near the top right after that. Hope that helps.
To find a specific user start typing their name in the area marked Recipients. A list of suggested names will appear click on the one you want. Then write your message
If you're on a computer, the Messages link will appear on the header of the site, not in the dropdown menu. (Look at us, all working together.)