The word, taken as it stands. Free points if you spot them.
A direct clue is the word itself. A tile reading "we" is hiding the word WE. There is no transformation, no trick and nothing to decode, and the first time you meet one it feels like a mistake.
It is not a mistake. Titles are made of real English, and real English is full of small structural words that cannot be clued any other way. There is no synonym for "the". There is no interesting anagram of "a". A clue writer facing Will You Love Me Tomorrow has to do something with the word "you", and pretending otherwise would produce a worse puzzle, not a harder one.
What direct clues really are is rhythm. A puzzle where every tile is a full cryptic problem is exhausting rather than difficult, and it also destroys the shape of the title, since the solver ends up with four heavy words and no idea how they connect. The small words are the connective tissue that turns a pile of words into a phrase.
They also carry information out of proportion to their difficulty. Knowing that the second word of a four word title is "the" tells you a great deal about the grammar of the other three, which is why a direct clue is often worth solving first even though solving it takes no effort at all.
Cryptune contains 264 direct clues, which is 15% of every clue in the game, spread across 229 puzzles. They break down as 106 on album puzzles, 84 on song puzzles, 74 on artist puzzles.
the→THE
From The Doors. The most common clue in the entire game. Worth noting that Cryptune ignores a leading "The" when you type your answer anyway, so this tile is pure structure.
were→WERE
From Wish You Were Here. A past tense verb given away for nothing, which immediately tells you the rest of the title is in the past tense too. Grammar is information.
a girl's name→ALICE
From Alice in Chains. Direct does not always mean tiny. Nothing here is transformed, the clue simply names a category and lets you pick, which makes it fair rather than easy.
of→OF
From Shape of You. In a three word title, a free middle word leaves you with two real problems and a known shape. That is a considerably better position than three unknowns.
Short clue, common word, no obvious wrinkle. If a tile just says "in" or "of" or "were", that is what it is, and you should take it and move on rather than searching for a hidden meaning that is not there.
Be aware that a direct clue is not always a small word. Occasionally the clue describes a category rather than transforming a word, as with a clue pointing at a name, and those still count as direct because nothing is being disguised.
Use them structurally. Once the connecting words are placed, you are no longer solving four separate puzzles, you are filling gaps in a sentence, and that is a much easier task.
A wider sample, clue on the left and the word it hides on the right.
Back to the clue school, or see how clue types vary across the eras on the decade pages.