Twitter has changed how you can receive direct messages. Users no longer have to be "following" each other to exchange the private communications. The new system is opt-in only, which allows users to preserve the privacy and quiet state of their inbox, if they prefer.
DMs are more or less Twitter's equivalent of private email conversations or IMs—traditionally they are only available for people who actually follow each other. It's a powerful system that many people use as an alternative to snowed-in email inboxes. But the requirement for users to have the follower connection made things tricky for power tweeps with many thousands of followers. If you now opt-in through Twitter's new settings, you can choose to receive DMs from any user that follows you without having to follow them back.
Twitter's move may be a subtle one, but it does add some very important utility to the system, and positions it even more as a 21st-century alternative to email. The company has also recently adjusted how verified users interact, allowing these Twitter uber-users to filter out non-verified communications if they wish. As the company approaches IPO, this sort of maneuver may be important to show Twitter has larger long-term goals than merely growing its user base—it wants to be used in more creative ways.