Like Signal and WhatsApp, Facebook direct messages now provide end to end encryption.
When sending a new message look for the secret option in the upper right corner
You can confirm that the messages you are receiving are from a known source by comparing the unique keys for each user's account. In a draft message click on the icon with the person's name. You'll see the option for both your keys and your recipient keys. This will prevent a man in the middle attack.
The messages can be set to auto-destruct. See the ticker icon on the left.
Note that Facebook reserves the right to review messages when one of the participants files a report.