You may need to save your tweets, direct messages, media (images, videos, and GIFs), and other data for some use in the future. Twitter can provide you a complete archive on your account data. To download it, simply go to Settings and Privacy > Account and click on Your Account Data under Data and permissions. After that, enter your password for verification and then click on Request archive. Once the download is ready, you will be notified via email and in-app notification.