Spotted this a few minutes back.
This is a good move from Twitter. You don’t need to follow back anyone to receive DMs. This takes out the mandatory followback requirement to chat with someone out. Though that user needs to follow you first to send DM. That requirement hasn’t changed. Although this is a global option which means anyone can send you message once you enable it which might get irritating.
This option was available to select verified accounts since 2011. But for users this is a first. You can find this option under settings menu on Twitter website. If you don’t see it, then wait for few days. Seems like a staged rollout. Its not available on my second account either.