:No, the anon is not an administrator anyone can edit without signing in.  That message on their Talk page is from another user, asking the anon not to edit the other user's (KaElin's) User page, so you should feel free to leave a message. On the other hand, I see that now there is another player involved, so I would recommend is that you try taking the discussion to Talk:Jos%C3%A9_Rizal.  You might need to draw attention to the fact that you want to discuss the matter there by leaving an edit summary of "See Talk" on your next edit to the article.
You can put messages at the bottom of a page either by clicking on the "+" tab, or simply by scrolling to the bottom.  Talk pages, whether a User's talk page or an article's Talk page are just like articles you can just open them up and edit them anywhere.
And yes, it's very hard to figure this place out when you're getting started, so no need to apologize, and feel free to keep asking questions.  Good luck,   | Talk