If you want to reply to an email and begin an email exchange, how should you proceed? Do not start a new email message. This is the wrong thing to do. It breaks the link or thread between the original message and your soon-to-be created response. Without this email thread, it can become difficult to follow the sequence of messages, especially after several exchanges. The correct thing to do is to open the message and click Reply. This is essentially the same as creating a new message, but maintains the thread.