Okay. If you want to post a visitor message to another member, you have to remember to go to their profile and post it there, or alternatively you can just click on "view conversation" in the VM window, and it brings up the conversation.
For example, if you wanted to respond to Cherry Cola below and make sure he sees it, you click "view conversation" in the VM window and type away. The VM will appear on his profile.
When you make a new thread, you have to go to the appropriate forum first and then click on "new thread" If you are posting a question about science, post it in Science and Technology. If it is about relationships or something private, post it in the Inner Sanctum --> Human Relationships, and it will not be publicly visible. If it is related to school or work --> School or Work --> "new thread"
Fluff: Inner Sanctum --> Fun --> "new thread", or The Arena if you wish to battle someone. General stuff --> The Lounge. Avoid the General section, it's for announcements, etc.