Twitter Separates Direct Messages From People You Follow and People You Don't Follow
Posted on May 31, 2017
On Twitter you can opt-in to receive direct messages from people you don't follow. It used to be all the direct messages would come to the same place. Twitter has changed it so direct messages from people you follow will go into your "Inbox." Messages from people you do't know will go in "Requests."
Twitter explains the new direct message requests procedure here in Twitter support. Twitter also explains it in an infographic shared on Twitter:
The support page also notes that Direct Messages come with read receipts that let people know when you have seen their messages. It is enabled by default but you can disable it in your settings.