Adding a subject line to a message makes it a lot more scannable for everyone else. To do that, first you need to expand your compose box by clicking format icon. From there, just type the subject line you want in the first line of your expanded compose box.
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Unless the feature is missing in our version of Teams, you cannot add a subject to a new or old message, outside of a 'Team' or channel. Please add this capability to simplify tracking of chat threads.