How do i make it so my private messages i receive have times on them such as

<xxxxxxx>[14:30] hi

right now i have

<xxxxxxx>hi

is this even possible. Like with AIM i just press F2 and it shows the time for each message, is there a button or something for mIRC.

Press Alt+O to go to the Options menu... Expand the +IRC part, and go to Messages... then, check the box next to "Timestamp events"

Hope it helps