Click on the Chat icon from the right sidebar menu.
This will open the chat window. On the bottom, there's an option to chat with Your Team (orange) or the Participant (blue).
If you chat with Your Team, only observers and note-takers will be able to view your message. The participant will not see the message.
If you chat with the Tester, everyone in the session, including observers, will be able to see the message.