You can chat with other GridGammon players in the Lobby. To send a chat message or other command, type the message in the bottom right and press Return.
To chat with the people in the Lobby, just type the message in the Lobby chat field. This is the most common form of chatting.
You can send emote messages by typing: "/emote smiles and winks". Emotes can add humor to a discussion.
You can whisper in the Lobby chat ("/whisper shhhhhh"), but there's little reason to do so since it behaves exactly the same as chatting--all people in the Lobby will see the whisper message. (When watching a match in the Board window, whispering does have a specific purpose. Click here for more info.)
Shouting is commonly used to announce tournament information. You can choose to show shout messages in the Lobby and/or Board window (these can be set in the Preferences window). If you need to send a shout message, type: /shout Hey, nice marmot!!
In addition to /emote, /whisper, and /shout, there are a number of other commands you can type in the Lobby chat. All commands begin with a '/' character, which is why they are referred to as slash commands. Type /help for a complete list of commands.