Right now Spiral Knights (SK) has a basic player to player messaging system that all, or most players, would have encountered while playing. I wanted to suggest that instead of the normal private tells, when someone /tell 's you a small pop-up window opens and acts as the dialogue box between you and another player.
If two players messaged you, there would be two boxes that would appear, three players, three boxes, and so on. To help organize these chats one could stack these boxes on top of one another and simply cycle through them. I'm not sure how hard the coding is for something like this, but it would make /tell conversations much easier to follow and respond according.
Or you could just play SK via Steam and use Steam's messaging.