As ChaoticMonk said, make sure the gossip option is checked on all characters.
You then need to set it up so they follow the prompts from a selected character. There should be areas you can type names into, and remember to press enter to save the field once you've typed a name in.

and yes elsegundo, you have to open up the dialogue (right click the NPC) window on each of the characters before going through the gossip stuff on your main.