Instant messenger should be used sparingly. You should let her message you every other time, or wait several days. If you build enough attraction she might even say something like "Oh so I have to message you first every time now huh?"
Engaging convo:
use an interesting question, dhv off it if you can.
DONT DONT DONT say "whats up?" because you'll get back "nm" or best case scenario "nm you" unless the girl is already attracted.
Dont talk to her too much. she should i/m you first every other time. if not wait at least 24 hours before starting convos with her. 48-36 if you've got a pair.
if they dont message you regularly you need to build more attraction.
yes, messaging every day would be needy, unless you keep the convos short, under 20 min, and leave her wanting more.

and

are your IOIs sometimes you need to use one first then they start pouring out.
initiate game? look at the text message openers, same concept. "Hun is a pretty ambigious friend/potential lover term to call her. just use it like a neg and immediatly move on before she can analyze it too much and get weird about it.
Her: hey
You: what up hun?
her: nm or "not much, you?"
You: routine/interesting question/freeze out (if she says nm and doesnt say anyting else thats usually a bad sign)
and The_Shadow: if you expect her to IM you first, thats like waiting for her to call. Dont do it, you have the dick you hold the cards.