Go to your profile and look about 1/2 way down the page. You will see a group of tabs, and one of them is labeled "Wall." It is a way for our authors to personally acknowledge reviews, since we don't allow it in the actual stories, as well as a place for others to post notes, messages, and the like.
It can be a way of 'poking' a favorite author to let them know you're still interested in their work, a way of saying "hi" to someone you might have met on chat, or any number of quick communications. It's kind of like a Private Message, only not private, y'know?
Hope that helps!
~~Wiccan~~