Direct messages are similar to discussions as they may include multiple Insiders and yet do not appear as a public threads for the community at large. Direct messages are sent, received and responded to from your Communications page.
How to send a direct message (3 ways):
Click the Send Direct Message button on the Communications or Actions page and then enter the username of each Insider you wish to send to
Alternatively, click Create, then select Direct Message, and type the recipient's username or click Select people
Or, hover over the person's name in the Activity stream and click Direct Message