The message link opens a chat with you in the Instagram app. People need to be logged in to send a message, and if they don't follow you, it may land in your message requests.
What they'll see
The Instagram chat that opens. They type the first message.
M
@maya.ceramics
online
Today
Message
↑
Your DM link
https://ig.me/m/maya.ceramics
Ready. Test it on your phone from another account.