First, search for the person you wish to message on your feed. Once the person's name has appeared, click on it to go to the person's profile
Step 2: If you are following the user, you will be able to see a "Message" button
After logging in, click on the notifications icon on the top left.
In notifications page, click on the mail icon on the top right.
You should be at your messages page. Click on the "+" icon on top to create a new message.
Search for the username of the person you want to message, then type your message!