Don't know the guy? That's fine, because now he can't bother you.
Twitter now enables you to preview Direct Messages in your inbox from anyone that you don't follow. Those sending the messages won't receive a read receipt unless you select the "Accept" option. Media won't be displayed in the preview either, unless you actively opt in to show the media prior to accepting the message.
This is a nice middle ground for those who have opted in to having wide open DMs on Twitter — letting anyone send them a message — but at the same time don't want their inbox to be bogged down with lots of random messages. But of course, as we've seen time and time again with new features, the ability to review Direct Message requests also won't be available inside third-party Twitter clients.
If you're thinking you've seen this feature before, that's because it's almost exactly like the review feature that Facebook's long offered with its Messages functionality. But this sort of ability makes sense on Twitter, which is suffering partly because of its rampant user-to-user harassment issues. At least in this sense, Twitter users have more control over who has direct access to them.
The ability to review Direct Messages is slowly rolling out to Twitter on the web and to both the Android and iOS apps. You won't need an app update, either — the feature will just appear once Twitter has rolled it out to you.