The option is not enabled by default but can be turned on via the Settings menu.
Receive direct messages from any follower
Generally, you must follow someone before they have the ability to direct message you. If you check this option, any Twitter user that follows you will be able to send you a DM, regardless of whether you decide to follow them back.
This is especially good news for brands looking to interact with their many followers. It's still rolling out so the option may not show up in your Twitter account just yet.