First off click on Chat , on the right you should see the following.

This is a list of who is in chat. If no one is listed that doesn't mean there's no one in there. They could have jumped into chat from a different server, or their name has disappeared from the list.

Then at the bottom should be the following.

Click join chat and a window will pop up signing you into chat. You must have java installed for this to work correctly!

If you want more help on chat go here. For it will answer most of your questions, and there is no reason for me to list help if there is a page already!