Click on the message icon in the header and you'll be able to select a user in the "Send a new message" section that appears towards the bottom of the window that pops up.
You can also send a message in the context of either a match (so match participants all get the message) or a box league. These are like chat rooms that allow everyone in the box talk to each other.
Otherwise, you'll find speech icons placed on various screens and you can click on any one of these to send a message in that context.
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