WordPress does not allow your users to communicate with each other. Some forum plugins can add this functionnality but are quite heavy, do other things and updates might not be focussed on improving the messaging features. This is why User Messages is born: a plugin to facilitate communication between your users.
All the instructions for installation, the support forums, etc. can be found on the plugin home page.
IMPORTANT: LICENSE CHANGE
Since version 2.0.0, the plugin has become a commercial plugin. It can be ordered (for cheap) on the plugin home page.
Version 1.2.x will remain available for download for free on the WordPress plugin repository. No further development will be made on this version.
Version 2.4.0: new options for how the names are displayed to select the recipient, new option to decide if by default users will receive notifications or not when they register, added compatibility with WPML (multi-language CMS plugin).
Version 2.3.0: added template functions to include links in the theme (see administrator manual), fixed 404 error when the user messages page is a child of another page, send messages to roles (by default capability added to administrators and editors), when a message has been sent successfully the form is disabled so that the message cannot be sent twice by mistake (same for emails)
Version 2.2.2: fixed small bug for the show message URL generation (affecting only people not using permalinks)
Version 2.2.1: fixed several bugs for users not using permalinks (generation of URLs), hopefully fixes the 404 problem occuring after editing pages for users using permalinks.
Version 2.2.0: you can now select how a user name is displayed, improved the user interface (click on user names), fixed some bugs concerning the New Message Notification (variables not being replaced correctly) and the sending of sample notifications.
Version 2.1.1: fixed permission bug for a user not allowed to sent private messages (erroneous message that was given: you cannot send public messages), verified compatibility with WP 2.8.5.
Version 2.1.0: sorting of users made case-insensitive, news feed of the plugin included in its settings page, fixed small bug with permalinks when page url did not end with a “/”, fixed bug with users appearing to reject private messages even if caps and preferences were not configured for this.
Version 2.0.0: the user interface is now fully integrated to your blog, keep a copy of sent messages, permalinks, quotas are more coherent, a few bug fixes.
Simple private user messaging plugin that still works with WP 4.X !!