You mean non-stop don't you? Direct flights go from point A to point B, but stop at point C.
As for changing, some of the fares are based on making a connection. So, it's possible that the fare you booked doesn't allow you to be on a non-stop or direct flight.
So, to try to change after ticketing, you'd be at the mercy of the gate or ticket counter agent.
------------------
Not sure where I'm going, but I'm gettting there fast.