Sending messages is a way to stay connected with out publicly posting on the wall. Messages are also a useful way to have a group conversation, or send a invitation, or question to a group of people.
Sending messages to friends
Step 1 go to the top center over your screen select, inbox, go down to compose message, select compose.
Next open up your new message, type friends names in the "to" select the friends you would like to send to.
Next type message in box under message. You have the ability to select attach and attach pictures, bling, etc.
Sending Messages to Groups and Friends
Sending messages to friends
If you are confused you can go to facebook help http://www.facebook.com/apps/application.php?sid=8c461e7d7755aae60e3923913759411f&id=2215974432&ref=s