The shoutbox is a way of messaging other users and communicating with them directly.
If you click on another users name you can leave a message within their shoutbox.
For example I clicked on your name which appeared in the forum topic which you started and left a message on your shoutbox.

As the site grows and people either begin to post topics in the forum or leave questions on the lessons you can interact with them either by answering the questions or just chating with others.

If you want to test the function just click on my name from the forum and leave a message in my shoutbox.