Twitter is testing out a new filtering option for Direct Messages which will be applied to your 'Additional Messages' or those received from people you're not following. If Twitter's system detects potentially offensive material within your additional messages, those will be sent to a new, separate section, which users can either opt to view or not.
Unwanted messages aren’t fun. So we’re testing a filter in your DM requests to keep those out of sight, out of mind. pic.twitter.com/Sg5idjdeVv— Twitter Support (@TwitterSupport) August 15, 2019
As you can see, these additional messages can easily be removed, so you never have to see them, while they'll also be separated from your regular DMs by a 'Show' prompt, advising of potential content concerns.
It's the latest in a range of new tweet tests - Twitter's also testing out new topic-based streams, the ability to subscribe to individual tweet reply threads and the capacity to move around your uploaded photos via drag n' drop UI.
Twitter's also making DMs more of a priority, with a DM search option also in development.
This specific update is more geared around Twitter's efforts to "improve the health of the conversations on the platform", a key point of focus for the company, while Twitter's also trying to be more active in its updates and developments - as indicated by the range of new features in the works.
It's a small change, but it makes a lot of sense, and could have significant impacts for vulnerable users.
The DM filter is currently being tested with a subset of users.