As the title identifies, this is probably a major rooky question.  Regardless, I have been frustrated trying to reply to diplomatic messages.  I get the pop ups asking various things such as "aid us in this war", but I don't see anyway to respond.  I've only seen the "done" button. 

Hi,

I think sometimes it's not time to speak, but time to act

But, but... I don't have any alliance with anybody?

haha xD 

Then it's either a bug or they want you to join them.

But as there is no way the intent of this message can be alliance suggestion, I think it's one of the many bugs of the game.

Other AI players are trying to help themselves in their wars. I does matter very little if you are in alliance or not. In fact, in alliance they won't ask you, you will be at war automatically (one is at war = all are at war). Sometimes you see AI beg you for help to fight another player or even threaten you. They might demand a tribute for example. It is your choose to answer. You can pay a tribute (send him money via diplomatic window) so demander won't propably attack you anytime soon, otherwise he propably will. You can go into war with opponent of the beggar which will increase your diplomatic relation with them. You might want that as they might have some resources you otherwise won't have access to and for trade you need to have good relationship. In any case, your response is not "prepared" for you in some kind of window to click on. You must "create" your response with standard tools and mechanics that the game gives you.