Click on the Chat icon from the right menu. It's the 3rd icon from the top.
This will open the chat window. On the bottom, there's an option to chat with Observers or the Tester.
If you chat with Observers, only observers will be able to view your message. The participant will not see the message.
If you chat with the Tester, everyone in the session, including observers, will be able to see the message.