Using messages and private discussions limits your audience to only the people you want. Messages and private discussions show up in the Inbox of only the people you send them to. Users must be mutually following one another to be able to send a private message. This is to eliminate spamming.
Note: While messages and private discussions are useful features, nearly all topics in your community can be useful to others, so keep things public whenever possible.
Private discussions (remember, this is a content type!) can later be moved to a place if needed. Messages reside in the Inbox and cannot be moved.
To send a message:
To start a private discussion: