It's somewhat obvious that Microsoft's upcoming Windows Phone 7.1 release will natively support Twitter in the People Hub, like it was supporting Facebook right from the launch. And similar to Facebook's new chat integration, it's expected that Twitter will be connected through Windows Live. This makes even more sense since it seems that Microsoft has turned-on Twitter for Windows Phone Mango for some selected staff and the first tweets from random employees hit the web the other days. Neither the regular Mango developer release nor Windows Live is supporting Twitter as of today but the tweets in question have the following information: "via Windows Phone (via Windows Live)"
It's yet unknown what Microsoft's Twitter integration will support but hopefully Microsoft is also keeping push notifications in mind since today's lack of push notifications of Twitter's official Twitter client cuts-off some fun.
Cheers ~ Arne