It depends on the person's preference of doing their actions.
These sure come in handy when you want to give someone a cyber-smooch or a wedgie from the dark depths of the ocean!
Just keep in mind however that things can happen in a chat just as they do outside. Just as the name implies, cheating can happen on a computer just as in real life.
Again you will have to refer to any instructions that the chat has on posting links. Such a new and wonderful concept, that is until you see the person you're talking to in person! While chatting away you may come across someone who happens to have your same interests.
With IRC chats however just type in the addresses for the person to write down since IRC's are text only and you cannot go from an IRC chat room directly to the world wide web. And after talking with this person for some time you may become attracted to them and vice versa.
In IRC's you can only type in all capitals, there is no text editing.
It is another way oggetting another chatter to talk to you, but it is considered to be rude unless you have no choice to, which is usually when no matter what you have said in the chat, everyone is still ignoring you even though you have not typed anything rude or insulting.