The Chat History window contains a record of recent chats you have participated in, not including Instant Messages. To see your chat history, choose Show Chat History from the People menu on the menu bar at the bottom of the screen. Scroll back through your chat with the scroll bar.
To copy text from your Chat History onto the clipboard, click and drag over the text you would like to copy and press Ctrl+C. You can then paste this text into another application (like Notepad), or into chat balloons and IM.