Oh, don't worry about it, love. It's basically just a public alternative to that of privately communicating with someone. For example, if you were to post something to someone's profile, your message would be visible to anyone who went to that persons profile. The same goes for if someone decides to drop you a message. Just make sure that you reply through their profile, rather than your own. If you don't post your response to their profile, they won't be able to see it unless they go back to your profile. I've seen profiles where you can't actually post something, though. So, don't worry if nothing comes up when you go onto certain profiles. If you're still confused, you could practice posting on my profile. Oh, and if you make a mistake, you can just report your message and have it removed by a member of staff. Also, whenever your profile gets posted on, you receive a notification.
You can go to someone's page by clicking their avatar I believe and there's a small white box to type a message. Of course, if it's private you should send a PM. Once you're done writing it, you can send it and if they reply back you should get a notification. Bowie put it in better words than me and I suck at explaining.