This has been requested many many many many (did I already say "many"?) times before, and we still have to give the same explanation:
If we would be able to use custom emoticons in our name or personal message, and we would be having 200+ contacts in our list who also have custom emoticons in their name or personal message, how many emoticons would you have to download when you open your contact list? It should download all those emoticons from the servers and, as Messenger limits you to use a maximum 5 custom emoticons per message, you may have to download 1000 emoticons! And that would be a pain in the arse!
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