Click on their Avatar. A window will pop up. Click on START A CONVERSATION.
Method 2:
Click on INBOX on the tip right hand portion of your screen. Click on teh button labeled START A NEW CONVERSATION.
One more small tip. If you post these kinds of questions in the Feedback and Testing forum, then I (and other staff members) will get an alert to your thread. It was lucky that I happened to catch this thread.
I'm moving this thread to Feedback and Testing so that you can see where it's located.