A few things I forgot so thought I'd add them real fast: Chat/ and teams.
The basic chat window is the All tab, this shows all that is said within range of your radar (if you see the green dots on radar you can see what they say), and any skills you gain, damage you do or take, healing, and of course the coveted globals and HoF's. Events is supposed to show game events, but I have never seen anything in it. Chat only shows what is being said near you. Society shows what is said by your society members, this can be used to chat with any society member wherever they are in the game. Team is used when in a team so that only your team members can see what is said, it also shows when a member dies or revives, and any items that the team loots.
Note: Normal chat is white, society is a dark blue, team is light blue, globals and HoF are the purple. And if you have not already seen them, dark green is experience gain in a skill where light green is gaining a new rank in a skill.
EDIT: Thanks to
FlameDancer for pointing this out to me. There are also system messages in red that tell if the server will be shutting down and how long you have to log off.