I am unaware if this has been brought up /discussed before, as there are quite a few ideas being thrown around in this forum.
I think a personal message system would at least help out the moderators and game designers. I've seen plenty of wall posts such as "Hello" or "Nice game dude", which could make it difficult for these people to search and find questions /important posts, through a mesh of compliments, friendly hellos, and spam.
Of course, I'm not inside the heads of the moderators, so maybe this isn't an issue at all. Or this system could just lead to the same problem mentioned above. I don't know, just throwing my two cents out there.
This feature has alrady been announced by cormyn and it will be a part of AG3. Here is a link to the thread where he said it. Through the privacy settings you will be able to choose the users that are allowed to PM you. For more information read that thread.