Chatting is easier with friends. There is a private chat indicator in the lower right of the screen when you are logged in. You can see which friends are on line and chat with them.
I have not had success with the private feature in chat room and did not know it was available.
If you want to try private chat, befriend me or try with any of your friends. It is not difficult but there are other things that would come out in a chat about working chat.