those are emotes
if you use the slash command /em whatever you type here will come up in a thought bubble above your toons head, unless it's one of the emote animations command word
so /em Typing a response will do what you have seen (I can't remember if you need " around the text, it's been awhile since I've done it)
A lot of the people you see doing that (probably all of them will have a keybind of /em Typing a response$$say
which will do the thought bubble and liven your chat window