Facebook has added a new feature to its mobile app called Chat Head. Available when the Messenger add-on is installed, it allows the chat icon of the person you're having a conversation with to be visible at all times. Quite handy if you use Facebook chat a lot as it eliminates a few steps to get to a chat window via the Notification Bar.
The little circle with your contact's profile photo can be left on your home screen at all times for easy access or if you long press, an "x" will appear at the bottom of your screen and you can close the chat window. This does not delete the conversation, it only closes the open window.
You may also reposition the chat circles around the edge of your screen to a more convenient location.
Not a big deal but it's a neat feature if you use Facebook chat often.