1. Direct Message or DM2. @Reply
Whats the difference between the two.
You can direct message someone on Twitter only if both of you are connected. So if both of you follow each other, you can send the other person a direct message. Many people choose to follow famous people like celebrities or companies or some famous news guy. when you follow someone who has a large Twitter following and that someone does not know you. He or She might not follow you back and therefore you will not be able to send them a DM.
You on the other hand still want to leave that person a message. That is where the @relies come into the picture.
If you would like to leave someone a message all you need to do is type the "@" symbol followed by the person's username and type your message. This message does not get delivered into the person's inbox but get's posted to the live Twitter feed. When that person checks his "@username" the person will be able to see your message and may choose to reply to you.
So if you want to see messages people have left for you on Twitter. Click on the link just below your "Home" button which will look like "@Your Username" to find messages left for you.