Although the purists will say that’s useless, there are many icons implemented in Facebook.

For some of them, you didn’t even think they could exist.

Here is the list

As a bonus, there are text markups too :
For making a text bold you can surround it with stars ( * )

And to underline, just add “_” at the beginning and the end of the wished text.

Source : http://www.messengeroo.com/facebook-chat/use-facebook-emoticons-chat-shortcut-keys-symbols/