pm means private message. Click on the person's name you want to sent the message to and the option to send a private message will come up. Most people just prefer that everyone not be able to see their messages. This message, for example, can be viewed by anyone who visits this page where a private message cannot. You should also enable your private messages. To do this click on user CP and I believe enable private messages. Anyway when you click on user CP it should be pretty self explanatory.
