In the roster display, you can access several menus through keystrokes or mouse clicks. You can bring one big menu up by pressing the second mouse button, or you can bring up the "chat menu" by typing C-c C-c. If you do the latter while point is on a roster entry, that entry will be the default value when you are asked for whom to chat with.
Now, try opening a chat with someone. In the default configuration,
you will hear a beep and see "Message from person" in the echo
area. This is exactly the same message you receive if the other
person sends a message to you. In any case, go to the buffer
*-jabber-chat-:-person-* and start chatting. Most
normal keystrokes open the minibuffer where you can type a message.