What's the easiest way to transfer an item from my main character to an alt?
Coming from World of Warcraft I expected to be able to mail it to my other character, but this doesn't seem to be an option, giving me "Unable to find recipient".
You're unable to send mail to other characters on your account. However, the Bank is an account-wide stash that is shared by all characters on one account. You can transfer items that way.
As a workaround, you could mail something to a friend/guildie, and have them mail your item(s) back to you. This mail can be opened on any one of your characters.