As of my knowledge cutoff in September 2021, it is not possible to directly change Instagram Direct Messages to Messenger. However, Facebook, the parent company of Instagram, has been integrating the messaging systems of Instagram, Facebook, and WhatsApp. This integration allows users to connect and communicate with each other across these platforms. Here’s how you can connect Instagram Direct Messages to Messenger:

1. Update your Instagram and Facebook apps: Make sure you have the latest versions of both the Instagram and Facebook apps installed on your mobile device. Go to your device’s app store (Google Play Store for Android or App Store for iOS) and check for updates.
2. Link your Instagram and Facebook accounts: Open the Instagram app and go to your profile. Tap the three horizontal lines in the top right corner to open the menu. From the menu, select “Settings” and then tap on “Account.”

1. Look for the “Linked Accounts” option: In the Account settings, you should see an option called “Linked Accounts.” Tap on it to proceed.
2. Connect your Facebook account: From the Linked Accounts screen, you’ll find various social media platforms. Look for the Facebook option and tap on it. You may be prompted to enter your Facebook login credentials if you’re not already logged in.
3. Grant permissions: After entering your Facebook login details, you’ll be asked to grant permission to link your Instagram account with Facebook. Allow the necessary permissions to proceed.
4. Verify the connection: Once you have completed the linking process, your Instagram account will be connected to your Facebook account. You should now be able to see options for sharing posts and Stories to Facebook directly from the Instagram app.
5. Access Messenger features in Instagram: With the integration between Instagram and Facebook, you’ll notice new features in Instagram Direct Messages. For example, you may see Messenger-like reactions, chat colors, and more. You can now communicate with Facebook friends within the Instagram app.

It’s important to note that the integration of Instagram and Messenger is being rolled out gradually and may not be available to all users immediately. Also, please keep in mind that this information is based on the status of the integration up until September 2021. Facebook may introduce new updates or changes to the integration process in the future.