Direction in a thesis statement means the direction of the research work or the paper you are preparing. Typically the work flow starting from the research problem upto the solution or future directions to a potential solution. It is basically of the principal component of a proper research paper along with the scope, aim and purpose of the work that is performed.
In practical or general language the direction of a thesis statement determines the future of a under research problem i.e. the potential application in social, economic, medical and any other fields which in turn is important for evaluating the overall impact of an article that is reported.
Significantly although thesis direction is a part of the introduction itself, it subtly express the general connectivity to a broad range of readers as well as the influence on the relevant field.