bansama: Just remember what is stated on the very first line of all chat sessions. Then make sure you verified your email address.
He's not asking for a password himself. This is essentially what I was sent:
HAHAHA OMG, YOU HAVE TO SEE THIS!!!
<link inserted that was something like steampowered.viewprofile.xxxxxxxxxxxxxxxxxxxxx.com>
The page is an exact replica of Steam's current webpage.
If you didn't look at the web address, you wouldn't know something was up.
EDIT: uploaded a screenshot of something else someone got. The wording of this is actually what I think I got, with a similar link. Don't go to it, obviously.