If you browse to the User Profile of the member you would like to message, you’ll see two buttons for messaging: Public or private. The public message option will let you post on the user’s activity stream and will be visible to all. Clicking the private link will take you to the personal messaging system on the Holler.
To check your own messages you can browse to your personal profile and click the Messages link under your photo. You may also compose new messages here to your friends or anyone you know the USERNAME for.