Twitter used Direct Message instead of Private Message because they needed to establish that there is legally no understanding of privacy for DMs, because Twitter will surrender the contents of DMs to law enforcement / government / data collection. Fediverse should also use DM because there is again no guarantee of privacy (and you do not expect there to be).

I think Twitter might have been the first time I saw DM used but it stands for direct message.

DM is direct message and seems to have started around the same time things culturally shifted away from forums and boards more toward social media.

when did things change from people calling them PMs to DMs.

I don't think I've ever heard it called a "Pungeon Master"

PM means private message. Nothing on Facebook or Twitter ever suggested that personal messages were private, so they used direct message instead to make sure there was no legal confusion.

I assume it's direct message. I also come from the forum scene and grew up with PMs. The cynic in me says maybe the big social media companies are shy of using the "private" word when their business model revolves around exploiting user data. Alternatively it's just language evolving over time.

“Direct Message” , from Twitter.

DM stands for Dungeon Master, the person who makes up the story in the game Dungeons and Dragons

I prefer the terms DM, especially if the messaging system doesn't rely on E2EE. If the server admins can read it, then it's not private.

DM means Dungeon Master to me, so I go with PM, if I don't just say message.

Because of the phrase 'slide into the DMs'. I tried to 'slide into the PM' but the Prime Minister wasn't having any of that

Direct Message.

I've only really seen "DM" used this way with Twitter, so I have to assume that's what Twitter calls private messages.

DM/PM/IM all mean the same thing

Direct message, I think it mainly comes from twitter where you could add a "d" before someone’s @ to message them, maybe the use of "direct" instead of "private" was to avoir the confusion with private accounts?

It's what some people call a /whisper

Just think of the P in PM as a D, but with a tiiiiiiny vertical line going down from the bottom left so it’s a P.