If you are flying on your flight planned route, a "direct to XXX" means just that, miss out all intermediate waypoints and fly to XXX.
You will already be on your own navigation.
ATC would consider the airspace implications (Danger Areas etc) and not send you somewhere dangerous !
"Resume own navigation to XXX" will be used where you have been on a heading allocated by ATC and you are now released from that constraint, whether it was for separation, a short cut around a Danger/Restricted area etc.
It may be your next waypoint or further along the route.