- Last Active
When you are at the home screen, you can move a finger across the controller's touchpad (don't click it, just swipe across it) and a cursor will appear on the screen. Move the cursor to one of the [+] boxes near your username at the top right corner of the screen and then click on it (I think the X button). The game will then guide you through creating a party chat.
Alternatively, you can just create a party chat and invite your friends to the party chat. If they have OMDU loaded, they are automagically grouped with you (you will see an icon indicating them in that top right corner in place of the [+] box).