Davies, who made his 600th career appearance in Wanderers' 2-2 draw at Blackpool on Saturday, was an active participant on the social media site until May 2011.
Davies said: "I've heard a few things. I don't really go on Twitter anymore so I can't really comment.
"If it was me, I would advise not to go on it. I enjoyed my time on it because it gave you the opportunity to have conversations with fans and people and charities - that was fantastic.
"But when it gets to the point where you get abuse and stuff I think it can play on your mind, it can affect you.
"If you're not sleeping at night wondering what you're going to be waking up to, I don't think you really gain anything out of being on there."