I always wondered if they changed it so that the plural isn’t pms.

Honestly, it’s like Kleenex versus tissue paper. Maybe one is more on brand, but everyone knows exactly what you mean either way.

My intuition tells me that a direct message is a message directly to my username inbox, and a private message is basically the same thing but maybe encrypted or something.

I have a feeling this one comes from Instagram and that’s how it entered the mainstream lexicon. But I find both PM and DM easy to understand.

Same for me. I always think to PM as private message and DM as dungeon master, and that’s it.

I accepted the term DM as directed message because in fact there was no such thing as Private Message.