Windows phone is very tightly integrated with Xbox and it also allows almost everything you can do with your console. Among the other features, the messaging feature allows you to send message to Xbox friends.
- Open Xbox app in your phone.
- Swipe right / left to see the “friends” button.
- Tap on the “friends” button.
- It will list your friends under the friends tab and all your messages under “messages” tab.
- Now tap on the friend and then tap on “send message” to send a message.
- Or swipe to the messages tab and hit the add menu or select an existing conversation to continue.
All your friends you added / removed through your console or web or a windows 8 device will be kept in sync.