I know. Facebook is hard. Here’s a quick guide…
Update your status, ie: “What’s on your mind?”: You tell your friends what you’re doing or thinking. Your friends will see your updated status in their News Feed.
Write on your own wall: You want to share something with friends. You might post a link to something you like, (a photo, a video, etc.) and want to share with your friends. Only your friends will see it.
Write on someone’s wall: You want to send a message to a friend. That person, and all of their friends (including you) can see it. That person will get a notification that you’ve written on their wall. If someone is friends with you and that friend they will usually see it in their News Feed.
Add a comment to something on a wall: Someone has written something that you want to comment on/reply to. The original person and any other commenters may be notified that you’ve added your comment. (This is Facebook’s way of letting those involved that the discussion is being added to).
Using the inbox: You want to send a private message to a friend. This is like email. Only you and the recipient can see the message. You can send an inbox message to multiple recipients. All replies are “reply-all”.