WiscChat (Psi) - What is the difference between a 'Chat' and a 'Message'
There are multiple ways to communicate with other users. When you right-click on a user name within your roster, you have the ability to either 'Open Chat Window' or 'Send Message' to the user.
Opening a chat with someone is more conducive to a back-and-forth conversation because the entire conversation can occur in one window. 'Messages' are more like emails in that they have a subject and a body. Also, each message occupies its own window, so carrying on a conversation using messages might be more difficult.
You can set default action for double-click to 'Message' or 'Chat' mode within the Options | Chat preferences.