Direct experience simply means, you experiencing life without any filtrations made by superfluous notions about life. Direct experience means an empowerment of your consciousness instead of your personhood.
Direct experience can come about many different ways. To name a few easy going endeavours or activities that allow direct experience to happen are for example creative movement, art, poetry, music, dancing, awareness of breath, however if I would name a few others which I deem to be more “profound” I would say psychedelics, meditation, fasting, prayer, travel are great doors of direct experience.
Direct experience is life unfiltered, and life is direct experience unhindered.