Under "Using the Inbox:"
Your Inbox is also where you send and receive private messages from other LiveJournal users. Writing a new message to another LiveJournal user is as simple as clicking the "New Message" button and filling out the form. You can restrict who can send you messages at the Edit Profile page (Contact Info > LJ User Messaging). It is also possible to ban individual users from sending you PMs by banning them from commenting in your LiveJournal.