Don't feel bad if you didn't know this; even season Twitter users often don't realize this.
Here's an example: let's say you follow Big Publisher because you love their titles and they give away free books via Twitter. You happen to RT one of their messages in order to have your name entered into a random drawing to win.
Hooray! Big Publisher announces that you're a winner, and asks you to please DM them your snail mail address so they can deliver your books. They even send YOU a DM, to remind you.
Much to your dismay, you can't. You click the drop down menu to find Direct message Big Publisher...but it's not there!
The reason for this is because Big Publisher isn't following YOU! The only way you can DM someone is if they are following you. This means that Big Publisher, or any other Tweep, can send YOU a private message when you're following THEM...but if they aren't reciprocating, you can NOT DM them back!
Some get confused, thinking that if they can send YOU a DM, why, then you can send THEM a DM. In fact, I've had SEVERAL pals who've DMed me and said they were following me, but when I realized I couldn't DM THEM, I realized they were NOT. Confused, they would exclaim "But you got my DM, right?"
Well, yeah, of course I got your DM. That's because I'm following YOU. But unless you are actually following me back, I can't DM you back.
So if you're able to DM someone, don't assume that you're following them back; you may have forgotten to, and assumed that your ability to DM THEM meant you were also FOLLOWING them (which may not be the case).
I'm on Twitter as @JanetBoyer. Come follow me!