Describe twitter/direct_messaging here.

Six things you didn’t know about Twitter direct messaging

http://timwhitlock.info/blog/2010/09/17/twitter-direct-messaging/ 

   1. All third party applications you authorize can read your DMs *
   2. Deleting a DM you’ve sent or received also deletes it from the other person’s account;
   3. Deleting DMs sends some Twitter clients into a confused frenzy;
   4. DMs don’t have a ‘reply to’ ID, so they can’t be threaded properly;
   5. The new Twitter interface only loads your most recent 100 messages;
   6. I’ve written a tool for backing up and deleting all your DMs – imaginatively titled DM Cleaner.