HI,
By default the Buddies (not matter how you have set the list(s) ) are not on show.
Provided that all are logged in in Preferences > Accounts then you can go to the Window Menu.
By Default they are in one List called Buddies (CMD+1 as the keystrokes).
The Red button on each window only dismisses (hides) that window.
This will mean that it will not show the next time you restart the App.
Using the Keystrokes bring the window back so it works properly as does the Window Menu itself.
However using the Messages icon in the DOCK will sometimes bring the Hidden window(S) to the front on a one off basis meaning you will see them fro that session but they will be hidden again on Restart of the app.
In the Preferences > General section is a line about gathering All Accounts into one list.
As I said by Default it is On (ticked).
It only applies to accounts that have Buddy Lists (not iMessages).
So they could look like this (Show All Windows in the DOCK icon when clicking and holding)

I am posting whilst using El Capitan and it seems some of the behaviour over hidden windows has changed.

8:00 pm Tuesday; May 31, 2016
iMac 2.5Ghz i5 2011 (El Capitan)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
iPhone and an iPad (2)