A spotlight is one source of direct light. Its diameter is small, and it often has a builtin
lens to focus the light even more directly. If you think of a performer on stage in a
single spotlight, you can imagine an extreme case of direct light: the lit areas are
very light, and the shadows are hard-edged and black unless there are reflective
areas near the subject to bounce some light into the shadows.
The sun on a clear day is another source of direct light. Although the sun is large in
actual size, it is so far away that it occupies only a small area of the sky and casts
sharp, dark shadows. It does not cast direct light when its rays are scattered in many
directions by clouds or other atmospheric matter—its light is then directional-diffused,
or even fully diffused.