Spiritual Direction is where you have a spiritual director, whether a priest or layperson, offer advice, guidance, and feedback in your spiritual health.
This usually involves going over what ails you, whether spiritual or even non-spiritual at times. Then your director offers his or her direction in what aspect of your spiritual life may be deficient and offers a remedy to that deficiency.
This has been my experience so don’t take me as an expert, but as a witness in having spiritual direction.
Saint Theresa of Avila had outstanding spiritual directors which I long for and are a rarity to find. She had spiritual direction from well educated and newly formed Jesuits who attacked the problem at it’s core.