I just received my Xiaomi MI4C and started to download and install apps. When I installed the Facebook Messenger I was able to send and receive messages but there weren't any Chat-Heads popping up. So I googled a little bit and I found that this is cause MIUI permission manager.
How to fix it
Well, it's very simple.
Go to your Settings>Installed Apps
Locate Messenger
And Enable Pop up window(last option) on Permission Manager