Yep, chat has a number of security issues if nothing more than the temptation to give you "friends" all your personal information.
See the link below for lots of other stuff about it:
Google Search For "mIRC Chat Security Problems"
HOpe this helps.
Does chatting on IRC thru mIRC pose any danger to computer security?
Also, is there any danger to computer security by chatting through a Java, browser-based IRC chat (not using any IRC chat software)?