They both seem right but if you want to be more casual, use "Chat" or "Talk" rather than "Have a conversation"

The second phrase is more suitable for you I think...

They're both right. Call = call by telephone

I guess it depends on the action you want the person to take. Do you want them to use the mouse to click, or do you want them to use their telephone? Maybe you want them to use Skype, where you talk over the internet. Then I would use click because that is the action they should take to begine the conversation.

I'd say it actually depends on which action you're telling me to do. Is it an embedded Skype call button that you want them to use to call you? If so, I would expect to read "click" or "call". If you want them to click on a link, then "click" is the best choice. Does clicking on a link open up a chatbox to a live operator or something? If so, then again, either would work because they can "click" in order to initiate a "call".