How? someone sent me one, and i could select their name and respond. but how do i send one of my own, when i click the little blue button in the chat box nothing happens... a msg says select recipient using that button... help

We can only start a whisper chat to the following kind of players. Players around you (Nearby Characters), friends or alliance members. If you select a character from any of these lists, you'll find "Send Whisper Chat" command there. For an ongoing whisper chat, we can reply as you've experienced.

Adding to this, we can't send whisper chat to a offline player. To be honest, it's not an easy to use system, I feel

ooooo ok thanks alot, it was really irritating me

Seems like it might be better to dig into their character info and try to find their xbox "gamer profile" and message them directly.

how to dig their character info?

@Ye-Xiu From the menu (nearby characters, alliance members, etc.) select that player's/character's name. It should bring up a menu that lists "Communication," "Character," "Party," "Alliance," "Miscellaneous," "View Gamercard," and "Initiate Item Trading." The "View Gamercard" option will take you to their Xbox profile (or at least an abbreviated form of it) and from there you can select "Send message."