Read comments on Sprite1 and speechbubble. To control bubble from Sprite1, Click on sprite to open and press space to close. To control from main sprite, press up to open and down to close. Note that both of these way, after you close the dialog you can not do it again, because the ID is already taken until you click the green flag.
All me! Also, I am working on a way to order speech bubbles with a font. When you make different costumes, name it sb-(name here). Do not name it sb-uh-oh. Now, when you say give it the text of (name used above), it will go to that costume.