I've /privmsg'ed several new Monks letting them know their Message Inbox exists after it became obvious they did not know about it. IIRC, our own very savvy ELISHEVA found /msg'ing a usergroup (as opposed to an individual user) neither intuitive nor obvious.
I have, somewhere on my rather long "To Do" list, a notation that it would probably be a good idea to place a "/msg usergroup" link on each usergroup page, like exists currently for plain ol' users. I'm not sure I have the pmdev chops to accomplish this by myself, however. I've certainly not had the time to delve into the idea just recently.
Perhaps I need to do more reading of the site docs with an eye to this specific issue, to try to see if some improvement can be made in my role as SiteDocClan.