I have been receiving private messages from people who aren't in my buddy list.
I have attached two screenshots. Please refer to it.
However i am aware that, this could be possible in two ways.
1. The person who pings is a moderator or i am a moderator or both.
2. The person who pinged me was in my buddy list, we were chatting, i removed him/her from my buddy list, he/she didn't close that chat window and continued sending me message.
But, none of the above is valid in my case.
Please Note: The screenshots attached are only for illustrative purpose.