Instant messaging is a form of real-time
communication between two or more people based on
typed text. The text is conveyed via devices connected
over a network such as the Internet.
There are many types of places where you can chat like:
-Messenger
-Public chat
- Skype
- Yahoo!
-g-mail
-Twitter
And there is many more… 
SOURCE
http://en.wikipedia.org/wiki/Instant_messaging

Instant messaging was introduced in the early 1990's.
Basically chat rooms hosted on a web server, so everyone would
see what everyone else says.
ICQ was introduced in 1996 and made instant messaging
extremely popular among internet users. In 1997 AOL made AIM
(AOL Instant Messenger)
There are some programs like MSN and Skype that is not
public, you have to install it. Other ones like face book, my
space don’t need to be installed.