Server and client contexts are two different things and they are not aware of each other. In other words, server side code won't be able to start a client application.
On the other hand, there is a thing called Auto-Contact URL in Lync. So you best approach is generating an Auto-Contact URL (which would start a chat with required users) in an event receiver (server side) and email that URL to your inbox. The chat would then start when you click on that URL (client side).
Another way would be setting Auto-Contact URL to one of the hyperlink columns and sending an email (to yourself or other users) with the link to the list item that was just added. Then, after opening the form, you would just need to click on the generated hyperlink.