The phrase 'directional adverb' is most often used to refer to a set of adverbs used in Old English up through the mid-1800s to refer to 'a place' + 'movement to/from the speaker'. While today we can indicate movement with just the verb ('go there'; 'come from there'), in Old English through Early Modern English you had have agreement between the verb and the adverb ('go thither'; 'come hither').
Because of this we had an entire set of adverbs that are completely redundant by today's standards, and are now primarily used only when one is trying to sound archaic. They are as follows:
Most of these are still recognizable to many English speakers, although most would be unable to explain the difference between hither and thither. They all appear in the works of Shakespeare, among other culturally relevant works, and appear in occasional idioms and memetic fragments such as 'hither and yon' and 'from whence you came'. Meanwhile, 'whence' and 'hence' have taken on new meanings are are still used in formal language.
All Germanic languages other than English still use directional adverbs in one form or another, often with more complex forms than English ever did.