If you would like to send a direct message to another Couchsurfer, you need to first visit their profile. Once you are on their profile, you will see the blue "letter icon" button at the top of their profile.
Once you send them a message, you'll be able to see the message in your Inbox.
Please note: If you'd like to stay with a member or send them a Couchrequest, please use the "Stay with them" button rather than the message button. Members should not use Messages in order to request to stay with members or offer you home to members.