You can only send 'My Messages' to Habbos that are on your friend list. Add the Habbo to your friend list first and then try sending them a message.

'My Messages' is a Habbo email messenger that allows you to easily stay in contact with your Habbo friends, even when they are offline.

'My Messages' is located on your /me page (that's the Habbo homepage tab that has your Habbo name written on it) just underneath your Habbo status box.

Much the same way as any other email program you may have used. You can compose messages, send them, check received messages, delete messages and organise messages. You can only send and receive messages from Habbos that are on your friend list but they don't have to be online.