A central challenge of social computing research is to enable people to communicate expressively with each other remotely. Augmented reality has great promise for expressive communication since it enables communication beyond texts and photos and towards immersive experiences rendered in recipients' physical environments. Little research, however, has explored AR's potential for everyday interpersonal communication. In this work, we prototype an AR messaging system, ARwand, to understand people's behaviors and perceptions around communicating with friends via AR messaging. We present our findings under four themes observed from a user study with 24 participants, including the types of immersive messages people choose to send to each other, which factors contribute to a sense of immersiveness, and what concerns arise over this new form of messaging. We discuss important implications of our findings on the design of future immersive communication systems.