What is PM? I do not know
It's called Private Messaging. I am pretty sure all forums have it. Basically, you just click on someone's name, there should be a pop up. And there should be an option for: 'Start Conversation.' Then you can construct your message and send it to them. It is strictly between you and that person you are engaging in a conversation with.
Just a warning, if you type something in the 'Profile Post' option, anyone who clicks on that user's profile can see it. I am not sure if you can disable it, but just a warning.
You'll know if you receive a Private Message if the letter icon on top has a red number on top of it.
Also, there is a reason we can't post links here.
It's said by members a few pages back. Long story short, the developer of the game Guilty Hell Airi asked that the links to not be posted here, so we're respecting his wishes. Here, let me send you an example PM.
Also, welcome to forum! You'll enjoy it here a lot. I am pretty new here also and everyone is amazing and you can get some really interesting topics here. Enjoy your stay!