Direct experience generally denotes experience gained through immediate sense

Sense

Senses are physiological capacities of organisms that provide inputs for perception. The senses and their operation, classification, and theory are overlapping topics studied by a variety of fields, most notably neuroscience, cognitive psychology , and philosophy of perception...

 perception

Perception

Perception is the process of attaining awareness or understanding of the environment by organizing and interpreting sensory information. All perception involves signals in the nervous system, which in turn result from physical stimulation of the sense organs...

. Many philosophical systems

Philosophy

Philosophy is the study of general and fundamental problems, such as those connected with existence, knowledge, values, reason, mind, and language. Philosophy is distinguished from other ways of addressing such problems by its critical, generally systematic approach and its reliance on rational...

hold that knowledge or skills gained through direct experience cannot be fully put into words.

You cannot grasp it;
Nor can you get rid of it.
In not being able to get it, you get it.
When you speak, it is silent;
When you are silent, it speaks.

A good start are the audio books by Alan Watts

Note:
Words only provide reference to experience. They are not the experience they refer to. The reference can be quite exciting though.