You can try the chat now option when they are online if you are able. Another option is to write on their blackboard if that is allowed. Beyond that if a person has sent a message to you, you should be able to reply to that message still. You can also check to see if they have any of their outside messenger addresses displayed in which you could add them and speak to them through one of those. If you are unable to contact them through any of these means and are not on their friends list then you may need to add them as a friend in order to contact them. If you can not reach them by any of these means and are on their friend list then they may have them all disabled and you will be unable to contact them directly.

Use the blackboard that you see in the user profile page.