Well, you would think it's like email, and you could just type in the person's nickname into the TO field. But NO. That only works with people in Your Friends category. It does not seem to find people outside of that list.
Apparently we only want to converse with more than one of our "friends" but not anyone else. I can't even send a message to myself, as I haven't 'friended' myself. And I'm not going to either! I can be a bit of a jerk at times.