I voted for messenger, predictably I think most of the players will vote for the same communication application which is the messenger. Messenger is very accessible even if you don't have a LOAD DATA, you can freely send message to anyone. Messenger also is very common and most of the players had known messenger as an easy application for communication. Unlike those two, telegram and instagram you'll still be needing a WIFI or a DATA CONNECTION in order for you to get connected. The two application also consumes a more data compared to messenger.
I asked some of the players and they don't have any idea what is telegram, so I'll explain it. Telegram is also the same as messenger but is a bit more complicated compared to messenger, since it requires a phone number(same as messenger) but if you send a message anonymously you won't be able to send a single message to that certain someone. Since the two of you should have a Mutual numbers saved on your mobile phone, if you both have your numbers saved you can easily contact each other but if you don't have a number of that person you cannot reach or even talk to that person. It happens to me when I tried to contact TRON in telegram but I couldn't reach to him because of this problem.
Telegram will automatically have your numbers in your phone sync in.
For day to day I used Whatsapp more than any other, however, for gaming i agree with the responsed so far, as Facebook is more convenient, as you don't need to give your real phone number and you can always have a different account for that purpose.