Originally Posted by TravelingPeanut

Welcome to the Twitter-verse! It's not as scary of a place as it might first seem.

A DM is just a PM/private message. Drop by the profile of the user that you want to send a DM to and click on the little person icon to the left of the 'follow'/'following' button. You'll see the DM option in the drop-down.

For example, if you wanted to DM FlyerTalk... http://tinypic.com/r/b7bblj/5

You need to be following the account and the account needs to be following you in order to have a back-and-forth exchange through DMs.

You can check for any DMs sent to you by looking at your own Twitter profile. In the same place where there was that little person button on the other user's profile, you'll see an envelope icon on your profile. That's where your DMs will show up. They're all threaded so longer conversations shouldn't be hard to follow.