It sounds like you already have iMessages setup. Did you sign into iCloud from system preferences and did you also add your iCloud account to Mail?
They should, just sign you into iMessages when you load Messages.app.
If you are only being asked to put in your AIM id (which it is really asking for your APPLE ID) then it means that you are already signed into iMessages (hopefully)
To check this, go to Messages>Preferences>accounts and choose iMessages. Make sure that it says it is enabled.
Now close out of the preferences, and then hit cmd 0, to bring up the Chat Box.
The Chat box lets you use iMessages begin a conversation with a friend in your contacts.
simply type their name into the TO field at the top of the chat box and find a contact with "IMessages" next to their name. Hover over that contact, and if a blue Talk Bubble comes up next to the name, that account is ready to receive iMessages.
Click the account and begin a conversation.
If you have setup everything correctly with your Apple ID on your iDevices as well as in Messages on OSX, you should be able to have a synced conversation with all of them.
Please note, if you were using your Apple ID with iChat before ML, then you most certainly have an AIM account and you were using it in the past. If you want a buddy list, then you should follow the prompt to sign in with your AIM account, but treat it like it is asking you for an Apple ID. Sign in with your apple id to the aim account it asks you to sign into and then you'll have your old iChat buddy list back.
iMessages does not have a buddy list associated with it. you need to organize your Contacts with their user information and then you need to use the To field in the chat box to communicate and find people with iMessages. Only gtalk, jabber, aim, bonjour, yahoo have the ability to show you a buddy list. iMessages buddy list is Contacts.app
if iMessages is not enabled, you can enable it by clicking on the iMessages account in Messages>preferences>accounts and then signing in with the same apple id you have tied to your iOS devices.
I hope this helps.