Does facebook send automatic private messages from people that don't appear anywhere but the chat window?

[Ricardo]

So, the thing is, I sent a friend request on facebook to a person the other day.

The next day, that person had accepted my request.

About an hour ago I opened a chat window to a conversation with that person for the first time, which wasn't empty - it had a message saying 'who r u?', which, according to the chat window, had been sent about 3 hours after that person had accepted my request.

Now, the weird part is that that I hadn't been notified for that message, neither does it show on the message list, which we access through that Icon near the notifications list.
That message only shows in the chat window, it doesn't exist anywhere else, and I never received a notification for it.
How is this possible?
Is it possible that facebook sent a message on that person's behalf?

Thank you!!

[Ronnie]

No, that person itself sent that message. He has sent that message before accepting request, so you didnt receive a notification for it