It is very well possible with Plus! scripting.
But everything within the game would be extremely easly cheatable, even if you encrypt stuff.
A better choice to make such a game is actually making a
real Messenger game:
Windows Live Messenger Activity SDK (and
here is a thread about it on mess.be, to give you an idea). Cheating would be not that easy.
Or, another possebility is creating a kind of 'chat-bot' as the host for the game and thus which you talk to (again, cheating here would be not that easy).
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PS: The next bit might scare you away from this, but I feel you need to know before you being with something like this, before you get dissapointed and frustrated that it doesn't work (although that, by itself, might be the challenge you want):
Making an adventure game is not easy at all. It is actually way more difficult than an average action/platform/shooting or board game.
The only advantage you have being it text-based (like the good old days) is that you don't need to do the graphics. And actually, text-based games are in general also more difficult than graphical-based games, since the complexity of the AI and used lexicon is pretty high. In graphical based games you only need to define "hotspots" which the user can click on to do something. In a text-based game you need to program a whole lot more complex things dealing with language, verbs, grammar, etc. That is far from easy....
If this is the first game you ever made, I actually would suggest to pick something more easy to start with, to get into game programming. Something which you can play with two people, like a board game or something.