Every page on Wikipedia has talk page associated with it. For example an article has a talk page, a userpage has a talk page, a sandbox also has a talk page. Click on the "Talk" tab in the upper left corner of any page and you will be on the talk page.
A lot of discussion takes place on user talk pages and article talk pages. Wikipedians will want you to respond to messages left in these locations, and you can use them to leave messages for others.
You can leave an indented reply to someone else's message by beginning a line with one or more colons, and be sure to sign your messages with four tildes (~~~~) to mark it with your username and a timestamp.