Yeah, you can leave a Comeback message as raceprouk says, it's also known as "Offline Message"... Right click the contact on the contact list go to Messenger Plus! - Extra -> Offline Message, tehre you can set a message that will automatically sent to the contact next time he/she comes online AND you are online on the same time...
.. This is a temporary solution, but I really fancy your idea, I like to have notes all over the place...
.. I have notes lying around in each folder of my projects to remind me of what I still need to do in the project... I will write this idea in my Plus Plugins To-Do list..
.. but util it's finsihed go with the Comeback message...