If you have received a direct message from someone or are in a group and what to know what other groups you have in common, you can do so using the Profile Card.
Profile Card.
By clicking or tapping on a user’s image or name their Profile Card will be displayed. On the Profile Card is the total number of groups you have in common. By clicking on the link, you can display each of those groups, and by clicking or tapping a group will automatically switch to it.
Groups in Common.