There are several ways of communicating to people in the world of Alyria, here I have tried to compile a list for you.

Tell <name>, this will send a private message to a person, if they are invisible and you do not have detect invisible (Either an item or a spell) you will get the message that they are not there even if you know they are online.
 

Reply, will reply to the last person who sent you a tell (Even if they are invisible or shifted).
 

Form Talk or FT some clients will allow ; as well, if you are in a formation this will send what you say to the form, and each person in it will be able to see what you say, you do not have to be in the same room, awake asleep etc etc.
 

Say, will basically say to the room and everyone in the room will be able to see what you have said.
 

Sayto <person>, will send a message to a particular person but they have to be in the same room as you for this to work.
 

Whisper <person>, same as sayto
 

Page <person>, this will send a message to the person and will get to them even if they are asleep unlike Tell or replies, but there is a time limit on using this (This only works if people have set page on)
 

Shout, by shouting people in your area (town/city etc) will hear you, but they will see your name attached for example "Waylander shouts Hi all", also by shouting you will see X amount of people heard you shout, people with quiet set will not show up as hearing you shout.
 

Yell, this is anominus but it is not here to allow general slagging off of players as ALL immortals can see who yelled what and a log is stored so please don't mis-use this channel, when you yell people will see "your voice type" yells and then your message, but people in the same room as you will hear Waylander yells Hi all for example and those who aren't in the same room would get "A Quiet voice yells Hi all".
 

Clan talk, this conveys a message to the whole clan (if you are a member of one).
 

Dream, when you are asleep you are able to dream, people will see Waylander dreams Hi all
 

Pray, this is not a general channel and should not be treated as such, by praying you send a message to all immortals and guides online and I personally only use this as a last resort when all other options have failed.