The "Conversation" is the equivelent of a Private Message. If you see a number (1,2,3...etc) in the little envelope up next to your name in the main navigation menu above, it means one or more people have started private "conversations" with you. You can start a Private conversation like vping suggests, or you can click on the little envelope above and then click "start a new conversation" and type in the forum name of the person or persons you wish to coverse with. For example, I'm going to send you a Private Conversation and you will see a number at that little envelope above. Click that to read what I sent.