How to Send Messages to your Facebook Friends:
There are 4 ways to send a new message:
Go to your Friends Profile, Click on Message link, then type your message
In your Profile at the Bottom right corner you will see a Chat Box, Open it and Choose the Friend you want to message and start typing your message and Hit Enter to send him your message.
Go to your Home Page and Click on Message Link in the Left side as marked and follow the steps
At the top right side Click on the Message click link icon which is in the middle of Notification and Friend Request Icon, Open it and select Send a New Message link and type your message.
How to reply the Facebook Messages