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.