It's a Personal Message, a message that only the person you're sending it to can see. You should also receive an email warning you when you've been sent one. A blue flashing light icon appears at the top of the screen, where it says Welcome, Ian Court. You're only allowed a few messages before your bucket fills up, so housekeeping is in order.
There is also a trigger for the number of messages that you've posted before PM becomes active. It's not many, but it's there to prevent fly-by-nights from sending spam.
Nick
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