Since Teams chats has threaded conversations make sure you choose between
-  “Reply” if you want to reply to a particular conversation thread
- If you reply to a thread it will be moved to the bottom of the conversation as well.
-  “Start a new conversation” to start a new conversation.
Also be aware that threaded conversations are only one level deep. You cannot reply to a reply in the middle of the conversation. You will reply at the end of the conversation.
To see more Microsoft Teams User Tips:
[Video] Learn Microsoft Teams in 5 Minutes: