Could be a couple things. There is a glitch that sometimes occurs where your typing is just not seen by anybody in the room and it gets frustrating wondering why nobody is responding to you. When you think this is happening just exit the room and then go back into it and your problem should be fixed. If that doesn't work exit Yahoo Messenger (not just sign out) and then restart it and go back into the room.
Just a note about character length. If you are posting a really long message into the chat room, yahoo will not post it. There is a character limit of about 130 (I do not remember the exact limit). This includes formatting such as if you are using a blend of several colors, this will also limit how many characters you can post.