"It's all a machine, partner. Live free, don't join."
It's unlcear if "DJ" is only a nickname or acronym refering to his philosophy, "Don't Join" or if it also does or does not coincide with his yet to be revealed real name. But the following does substantuate the "Don't Join" philosophy:
DJ's an exceptional slicer and unscrupulous thief, DJ always marauded in
the shadows at Canto Bight, frequently stealing the things he
needed. He could effortlessly pick the lock to a jail cell or
open a sealed door by using a piece of gold. According to DJ's
personal philosophy, the only way to live a free existence was to not
choose a side. He was resolute in his opinions and refused to join the
First Order or the Resistance as their rivalry escalated into open
war. He regarded neither side as good or evil, believing that
both factions were part of a system built on greed and corruption.
Although he refused to join a side in the conflict, DJ was capable
of working with either faction if it suited his interests. He helped
the Resistance in their attempt to disable General Hux's tracking
system, but ultimately turned against them by cooperating with the
First Order in return for his life and the compensation of a
reward. To bind one's self to any cause, DJ believed, would
ultimately lead to their downfall.
DJ was a human male with black hair, brown eyes, and tan skin.
His philosophy—encapsulated in the motto "DON'T JOIN"—was etched into
a plate adorning his hat. http://starwars.wikia.com/wiki/DJ
Things to consider:
It should be noted that he is never actually called "DJ" throughout the course of The Last Jedi, but the initials first appeared on The Cap of the character's Funko Pop and then also in the film.
If one would think deeper and take the cap more seriously, the concept of having those initials on a piece of clothing, is ironic, as someone who cares about wealth distribution by believing that all major players are greedy and corrupt, would "advertise" (or somewhat corporately promote) "Don't Join" on their person. It could then make one wonder, if there is an "organization" behind "Don't Join" and this is a hint rather than irony?