Left Click your User Name in the Upper R/H Side of any page.
From the Drop-Down Menu, Left Click on the Envelop Icon in the Row of Icons.
Then Select either a Displayed Conversation. Or Pick "Show All" from the Red Options at the Bottom.
If you want to Start a New Conversation with someone, and that Someone's info is on a page you are Viewing, then you can Hover the Mouse over their Avatar and when their User Info Pops Up, select "Start a New Conversation".