To send someone a private message ingame:
If the person you want to PM has recently typed and is still visible in your chat window. press Enter and then right click on the persons name in the chat area top left of the screen. Now just type your message and press enter. You can scroll back through the chat by using the Page Up and Page Down keys.
If their name is not in the chat area, press Enter then press Tab to move the curser across to the Name box on the right of the chat bar. Type the persons name into that box and press Tab to move the curser back to the main chat box. Type in your message and press Enter again.
Entering names is case sensitive so make sure you enter it exactly as it is.
You can store several names to recall them later:
When you tab across to the name box use the up and down arrow keys to scroll through the slots available for storing names in. The list is wiped when you exit the game.
To talk in Party chat put the ~ symbol before your message.
To talk in Guild chat put the @ symbol before your message.
To talk in Guild Alliance chat put the @@ sybol before your message.