NHS Direct was a suite of services providing the English public with direct access to healthcare support in a few different forms, separate from similar services in Scotland and Wales & Northern Ireland, where health policy is devolved. It was replaced by "NHS 111" in 2014, and the NHS website, but people still sometimes refer to the collection of services as "NHS Direct" informally.
Guidance - Kind of like FAQs on first aid, common illnesses and problems, as well as diet and wellbeing advice. They have quick guides as well as a huge amount of detailed information in a "Health A-Z".
Service/provider information - Where to go in your local area for treatment and medicine, assessment, other facilities, including how to find a GP.
Specialised Coronavirus support - Advice, services, including updated local and national regulations.
NHS 111 - This is what people generally mean when they say "NHS Direct" in conversation. It's a telephone triage service (dial 111) and it's amazing. They will listen to you, put you through to a practitioner, ask you questions, give you advice and even arrange a telephone appointment/call back from a GP.
I have a lot of respect and appreciation for the NHS and the people who work within it.
Thanks to gnarl for comments and corrections.