People who have opted in to receive messages from you are supporters. In the people section, if you select supporters from the first drop-down menu, you'll see the people in your database who are supporters. You can also see these people in Advanced Search by searching within support level for supporters. 

In Advanced Search, you can also find people whom you can call, text, email, direct message on Twitter (DMable), and send a message on Facebook (messageable). These searches can be done from the "Name and contact" section. If you combine these searches with the supporter search, then you'll find the list of people who have opted in to receive messages from you within that channel.