aznbreakerjrey's right where he says that you can build converstaional skills with IM.
i think you can also gain confidence with girls by talking to them through IM, as, because you are not close to them and their physical appearance is not an issue, you talk to them for the ppl they are, rather than as an attractive (or unattractive, as the case may be) female. you needn't be daunted by their beauty, and can talk to them as a real person, and they like that. ppl often confide easier online and tell ppl secrets that they might not tell them in person. because of this, you can get to know girls and talk about things that she might not talk to you about otherwise. this will make you appear to be more sensitive and caring, and a person she might want to get to know better at schol/work/whatever.
particularly with girls you only know online, you can try out things and say things you might not normally say to someone you knew in real life. if what you say goes well, then you'll know to use it for real. if it doesn't work and the girl gets pissed at you, it doesn't matter cos you don't really know her anyway, and you'll have learnt not to say that in the future.
also, when talking to ppl through the internet, you do have more time to structure and craft you words to make sure you don't say anything dumb. if you're naturally unconfident in real life, IM can be a great way to communicate with girls you like cos it's easier to be expressive and say what you think. you don't have the problem of approaching them in the first place and you don't have to make small talk when the conversation comes to a halt. it's a lot more relaxed and an easy way to learn more about someone.
of course, meeting girls and talking to them in real life is a lot better than IM, but for some ppl IM may be easier
i know for myself that, while i have no problem talking to girls in person, when i talk to them online i can get to know them a lot better and enhance my relationship with them. when they're on their own without their friends around, they often become quite different people
to answer your question, i think you should do what you're happy with. if you don't feel confident in real life, maybe you should use some kind of messenger service to get to know girls better.
as an idea for a conversation starter, you could simply ask how her day was, or ask some interesting question that she might not normally have the time/will to answer if you asked her in person.