From the official Twitter weblog:
Communicating with people you may or may not know in real life just got easier. Previously, if you wanted to send a Direct Message to the ice cream shop down the street about how much you love their salted caramel flavor, you’d have to ask them to follow you first. With today’s changes, the ice cream shop can opt to receive Direct Messages from anyone; so you can privately send your appreciation for the salted caramel without any barriers.
I don’t know how likely I am to DM an ice cream shop — no matter how much I love that salted caramel. But, this could be a useful tool for journalists who would like to offer a way (in addition to email) for followers to submit tips and information privately.
This could also be an interesting loop hole allowing protected account owners to send messages to Twitter users who are not following them. In the past My fiancée, who has a protected Twitter account, has wanted the ability to send out a public reply to a user who isn’t following her. Now as long as her and the user she’d like to “reply” to have this option enabled, she’ll be able to interact with Twitter users outside of her circle without setting her tweets as public.