I believe they're called "conversations" on here now. At the top right (I'm looking on a laptop, not sure what it looks like on a phone) there's a series of icons. The one with the downward pointing arrow (to the left of the bell icon) is for conversations - hover over it and there's an option to start a new conversation. You can try it with me if you want to test it. If I don't get your message, I'll post on here telling you what time I didn't get it.
PM'd you instructions. (Not really, I'd suggest following Stahlrost's advice, he seems to know what he is talking about.)
Just seen your message and replied. Currently trying to find out if there's a way to get emails sent as a notification that a message has arrived. Maybe someone can help with that????