When I /msg someone about a node that needs to be edited, or I just want to compliment or comment on it, I always include a hardlink or a pipe link to the node in question. It only makes sense, because otherwise they'd have no idea what I'm talking about. /msgs aren't like chat or ICQ; they're asynchronous, like e-mail, and unless the equivalent of a subject line is provided I may come back three days from now and have no idea where I left off.
But frequently I get replies on those messages, or even comments on my own nodes, that include no such link. Being the ADD dummkopf that I am, I can't even remember what the last node I wrote was, but even if I could I have no way of knowing if that's the one they read, or if they're replying to a /msg of my own, or what. It's not maddening, and it's not really a pet peeve. It's just kind of depressing, like when you get a message on your answering machine with no name and no phone number.
It should be common sense, then, if not common courtesy, that when you're /msging someone about a node, or replying to their /msg about a node, you should provide a hardlink to it at the same time. Doing so is the best way to make sure your comments are given all the attention they're due.
Addendum, July 10, 2002: The blab! feature automatically adds hardlinks for the recipient for you, which is a nice feature. But if you're not using the blab! box, or if you're replying to a message about a particular node, then your recipient is still in the dark. (I still get messages like "What do you think I should change?" two days after I've sent a /msg to a user, and I'm utterly at a loss as to what I was trying to advise them about. In other words, please don't assume that blab! solves all of your problems just 'cause it's there.