Yes believe it or not people do have issues with the messaging feature on Facebook which is also built into the chat feature. But this tutorial will show you how to message to multiple people as well.
First off click the messages icon circled in red
Next press Send a New Message circled in red
A chat box will open at the bottom which is also
used for messaging people. Type the names of the
people you want to include in the message a box
may open with the people who are in your friends list
select the ones you want to include. Then type your
where it says Type message here. After your done
typing your message press enter. It should now
be sent to all your friends that you selected.