DMs work a bit differently on Mastodon. To send someone a message:
1. Go to where you normally write a post, but select the "Mentions/Mentioned" visibility mode, usually indicated by an @ symbol
2. @ the people you want to see the message
3. Write the message and publish it
NOTE: Everyone who is @-ed will see the message, even if you only @ them in replies. Be careful who you @ on here!
For more info on choosing post visibilities, see here: https://fedi.tips/who-can-see-my-posts-in-mastodon-how-do-i-send-dms-in-mastodon/