When you send a message to someone for the first time, actually you send a message request.
The reason is to avoid the spam other Partyaner users. After you send a message request, other user can decide if he/she wants to accept your message request.
If another user accepts your message request, then you will get a notification about it and your message shall go to your inbox so you can start a conversation then.
Read What is the message request and How to view Received and Sent message requests for more information.