Zephyr is an instant messaging environment used around MIT and several other campuses. It is older than most of the incoming class of 2006. Zephyr is turned on for you by default. When a message arrives for you, a window is created in the upper-left corner of your screen(by default), and the message is displayed there. Once you have read the message, you move the mouse cursor into the window and click on any button, and (poof!) the window goes away. Additional information about Zephyr can be found in http://sipb.mit.edu/doc/zephyr/.
Several Zephyr clients exist. The one turned on by default is the Zephyr windowgram client, zwgc. The most recent version of pidgin also handles Zephyr accounts. Most people use barnowl, a monolithic client in the barnowl locker.