GMail introduces Reply by Chat. What it is actually? Okay, when you have an e-mail from one of your contact who is online on GTalk or Gmail then you will see the "Reply By Chat to….. " option available near to your contacts message. So what you can do is, just click the button and the chat popup will pop up so that you can reply to your contact instantly.
Well this makes GMail more integrated with GTalk. Few things you need to know that you must be in the Gmail view: standard with chat and not standard without chat. Look for the "Standard With Chat" option at the bottom of your Inbox and if it's not selected then just select it to enable this feature. You can read more at Google Help Center