Private messages are an easy way to send another user of the forum a message that is either off topic or private. These messages can be written using the User Control Panel, and then the Private Messages tab. You can type the username of the person you would like to receive your message in the first box, and your message subject in the second box. The third box is for your message contents. If you do not know the user name of the recipient, you should be able to search for the username using the "find member" option near the first box.
** NOTE **
If you are receiving a daily digest and keep getting private message notices, then you have unread messages in your account. To read your messages, either click on the "User Control Panel" then Private Messages then Inbox. Finally, click on the message to read. This should clear that message flag in the daily digest.
Link to Private Message Inbox: ucp.php?i=pm&folder=inbox