First, check to see which of your friends is currently online for you to chat with. To do this go to the "Online Friends" tool at the bottom of your Facebook page and see who has a green dot next to their name and who has a moon.
A green dot next to someone's name means that they're currently online and you can start a chat with them. A moon means that they haven't been online for at least 10 minutes.
Click on the name of someone who has a green dot next to their name. A chat box will pop up. Just type your message into the box, hit enter, and you've started a chat.
Send messages to your Facebook friends even if they're not online. Click on the name of anyone in your list and leave them a message. They'll get the message when they're back online.
Your message to them will show up at the bottom of their browser when they come online. They'll be notified of your message so they can chat back to you. All they have to do to chat back is type a message to you in their chat window.