Instagram recently announced support for direct messages to users: http://blog.instagram.com/post/69789416311/instagram-direct.
It doesn't look like accessing received direct messages for an authenticated user is possible through the Instagram API. If that's the case, are there plans to support such a feature? If not, can someone describe which endpoint I have to use to do so?
There is no Instagram API for direct share at the moment. The URLs they use from the app for the direct share page are as follows, first for the list of shares:
https://instagram.com/api/v1/direct_share/inbox/
and second for the pending requests
https://instagram.com/api/v1/direct_share/pending/
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