In this paper, we present a methodology for the development of embodied conversational agents for social virtual worlds. The agents provide multimodal communication with their users in which speech interaction is included. Our proposal combines different techniques related to Artificial Intelligence, Natural Language Processing, Affective Computing, and User Modeling. Firstly, the developed conversational agents. A statistical methodology has been developed to model the system conversational behavior, which is learned from an initial corpus and improved with the knowledge acquired from the successive interactions. In addition, the selection of the next system response is adapted considering information stored into users profiles and also the emotional contents detected in the users utterances. Our proposal has been evaluated with the successful development of an embodied conversational agent which has been placed in the Second Life social virtual world. The avatar includes the different models and interacts with the users who inhabit the virtual world in order to provide academic information. The experimental results show that the agents conversational behavior adapts successfully to the specific characteristics of users interacting in such environments.