There isn't much code to go on, but if your goal is to encapsulate the functions and variables (avoiding global scope), then doing it all in the initAll function is fine.
To be a little cleaner you could also just assign the function directly to the window.onload event and drop the name:
/* Handling forms with object oriented programming. */
/* Wait for the DOM the be ready. */
[COLOR="Red"]window.onload = function()[/COLOR]
{
var FormValidator = { // {{{
msg : document.forms['contact'].msg
}; // }}}
//console.log(FormValidator.msg);
/* Inserts 'value' into the textarea. */
FormValidator.msg.value = 'Hello world, from JavaScript!';
}[COLOR="Red"];[/COLOR]
/* vim:set foldmethod=marker foldmarker={{{,}}}: */