— Twitter (@Twitter) May 30, 2017
According to Twitter’s support page:
If you have the ‘Receive messages from anyone’ setting enabled, incoming messages from people you don’t follow will appear as Requests in the Messages tab. New group conversations that you’re added to by people you don’t follow will also appear in Requests.
When you enter a Requested conversation, you have the option to Accept or Delete the conversation, which is pretty self-explanatory. Any pictures, GIFs, or media the account has sent you won’t be visible until you hit Accept.
According to TechCrunch, the feature has been in testing and “rolling out gradually” for some time now, so some users might already have it.
I imagine this is a step to curb Twitter’s notorious reputation for abuse. Just like filtering blocked users out of notifications, it’s one of those features that makes so much sense you almost can’t believe Twitter didn’t already have it from the beginning.