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Having a Conversation

To reply to someone's Tweet, simply put the "@" symbol in front of their username. This makes the tweet appear to them in the reply column of their home page. This is a very useful way of starting conversations with people in order to build relationships (even people who do not follow you will see your @replies, unless they have blocked you). Start a conversation by replying to tweets that you find interesting.

What is an @Reply ("at reply")?

An @reply ("at reply") is a Twitter update that begins with @username. To get the most out of Twitter, participate in conversations. You can easily reply to another person's tweet using an "at reply". To send someone a reply, start your tweet with @username so that it will appear in the recipient's replies tab.
To reply immediately to someone's tweet: quickly curved arrow below the tweet you want to reply to. By clicking the arrow, the @username will be automatically added. This also means that the tweet you replied to will be tracked with your tweet. So, your tweets will have a hyperlink reading "in reply to" that you can click to get back to the first tweet.

What is a mention?

A mention is any update where the text of the tweet contains @username. This is very similar to a reply. A mention is a good way to send information to multiple people (your tweet can contain multiple @usernames). You can also use it to attribute information to the original person. Even people who are not following you will see it when you mention them, when they click their mentions tab.

How do replies and mentions work?

All tweets containing @username are saved for you, you can get to them by clicking a link in your sidebar. Click on your username to see the replies other people made to you, and mentions of your username. In order to appear in the recipients replies tab, replies and mentions must use the username. Replies and mentions from people you've blocked will not appear.
While you should be careful about sending too many tweets within a short time period (because you will be filling up your followers' timeline), don't worry about sending too many replies. Replies are only visible to the recipient, and people who are following both the sender and the recipient. They won't show for people who aren't following you and the person you're sending the message to. In other words, you won't be spamming their timeline.
People with protected accounts cannot send replies to people who aren't following them, and mentions will not be seen by non-followers either.