a new message that is only visible to the sender and the recipient
Each member has a private message box that can only be reached by her or him. If you have something to say that's meant for just one person's eyes, you should send a private message to that person. This is similar to sending the person email.
As the name means, it's a message you send to a single member who will be the only one to read it. This is useful for transmitting confidential information (ex : abuse report). Also called PM