It is a very simple task. If you are using Facebook through phone, by a browser, then you can't directly send a message on Android phones nowadays. Facebook messenger ad keeps popping up, unless you download it.
So download the messenger app of Facebook from Play store. Complete the login procedures. When done, you will have to search the particular friend's name and tap on his profile. You will enter a chat box and done. Drop your message there. Facebook messenger is very useful because it notifies you every time someone accepts your friend request, allowing you to be in touch with a person as soon as he becomes your friend. It has many many awesome features which you will enjoy.
But if you are using Facebook on PC, no need of any such procedures. On the blue bar that appears above your home screen, you will find a message symbol. You can go there and send a message if a friend is online. Else go to that friend's profile and tap on the message icon.
By the way, right when you sign up for Facebook, all the information about icons are readily shown to you. Facebook is extremely used friendly. If you find it difficult go to Facebook help centre. You can enter it by scrolling through Facebook's settings menu or just type "Facebook Help" in Google.
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