I have used PMs a lot with other people on the site, typically for subjects they don't want to discuss publically, either for the sensitivity element or because they fear judgement from some people on the forum.
I believe you need to make a friend request to the person you want to DM and have them accept it before you can communicate though. It is a bit more restrictive than many other sites.
There was also a lot of fuss over the fact that PMs are not strictly private (ie some mods have the ability to access them) which caused a number of people to leave the site at the time. I think this put a lot of people off using them after that.
