Hi patrol90,
You can leverage the  
getItemsfunction (please refer to the Java API where the description is a little more expanded: 
https://lightstreamer.com/docs/adapter_java_remote_api/com/lightstreamer/adapters/remote/MetadataProvider.html#getItems-java.lang.String-java.lang.String-java.lang.String- ).
The trick is that all the clients subscribe to the same Item, for example 
my_item, but your implementation of this method will return a different item name decorated with the user name or some other unique id for user or session.
For example the method will return  
my_item_user1and 
my_item_user2  respectively.
Then your data adapter will handle these customized items, in order to send private messages to specific user.
Please note that if you have mixed private and broadcast messages the getItems could return two Items one dedicated to the User and one public (ie.  
my_item_userXand 
my_item_public ).
Please let me know if you need any further clarifications.
Regards,
Giuseppe