@Gustavo I don't think there's a way to directly do that. Stack Exchange is fundamentally a question and answer board, so it doesn't need a message service.
That said, you can still @ users in chat, like I just did.
Though obviously don't abuse it, or the mods will get involved.
Like, for instance, I'd like to ask @Hosch an Azure question, but he hasn't been on in a while apparently, so probably isn't going to get this, meaning that the @ part doesn't work.