Do I reply to a message straight away?

It’s entirely up to you. There’s no rule to say you must reply as soon as possible, although you don’t want to leave it too long otherwise they’ll think you’re not interested. Having said that replying as soon as you receive a message can make it appear like you’re sitting at the computer waiting for their response, which could put them off. Online dating has the advantage of letting you think about what you want to write, whereas face to face you’re put on the spot.