Direct dyes are a class of hot water dyes for use on cellulose fibers, such as cotton. It is one of the two types of dyes that are mixed in 'all purpose dyes' such as Rit, Tintex Hot Water dye, and Dylon Multi-purpose Dye. (The other type in the mixture is an acid dye, which will not stay in any cellulose fiber for long.) Try to find them pure, without the useless (for cotton) and money-wasting acid dyes mixed into the 'all-purpose' dyes.
In most cases, better results will be obtained, often with versatile and easier-to-use cool water methods, if you use fiber reactive dye instead of direct dye. However, there are some cases in which direct dye is preferred.