[some_guy_there]

While the real implementation is always murky, what Physicist usually mean by "direct" observation is that the values of the quantity being observed does not depends on the type of theory (or hypothesis) used to measure the quantity, or the theory being used is universally accepted.

For example, temperature is defined as rate of change of entropy of a system as energy changes, while entropy itself is defined as some formula dependent on number of microstates. If someone measures this rate directly, it would be called a direct measurement. In practice though, you would rely on some derived phenomena, like expansion of mercury. If you understand expansion of mercury from some other independent theoretical ground, then after some rigor, the use of mercury can also be taken as direct measurement of temperature.

In current case, what we would really like to observe is change in space-time as gravitational wave propagates, just like you would want to see ripple in waters to confirm a water wave. There are experiments that are trying to do exactly that (the LIGO for example), but you can also measure something which is a derived phenomena, the polarization of photons of the cosmic microwave background (CMB) radiation. There are good theories connecting why gravitational waves would produces such an effect in CMB, so this can be a tool for indirect observation.

Again this does boils down to usage and what community considers direct vs indirect observation, but as a rule of thumb, experiments which measure a quantity from definition of the quantity itself are considered direct; they are termed indirect otherwise.