ICQ and AIM (AOL Instant Messenger) are instant messaging services that some Grumblers use to chat with one another one-to-one or in small groups. They are free services and can, if you allow them, eat up huge blocks of time. Another messaging service from Microsoft may be the most popular among Grumblers. Each has its own features and benefits and they are not capable, so far, of communicating across the various services. In other words, someone using AIM cannot chat directly with someone else using ICQ.
The avatar is the little icon/picture that some, including you, display beneath their names on their Grumble messages (not the one that's part of some signatures.) These can be even bigger time-wasters than the messaging services if you spend too much effort agonizing over them.