When you type a message into the chat box in Teams, hitting the Enter Key will  post the message to your chat.

If you want to create paragraphs in a message, then if you select Shift+Return you will get a space rather than posting the message to the chat

If you select the icon with the A and pencil, then you can fully format your message before posting it (1), including bulletpoints, bold, underline etc

Clicking the A icon will bring up a whole new menu of editing tools (2), and the message won't post to the chat until you select the Send chat button.(3)