If you want to send a message to another Steem Blockchain user within Steemit for example, you have to transfer some funds to that user account and write the message on the memo field, because everything goes to the Blockchain database everyone can read that message.
What if I want to send a private message?
Just make the transfer to the user account you want to contact and begin the memo with # like the example on the image below.
On this example I've send 0.001 SBD to @portugalcoin and with the # beginning the memo only me and @portugalcoin can read the memo message, nobody else can see it.