Literally, going in one direction means going in one direction unilaterally. Used in feelings, it means to express the efforts of only one person, whether it is unrequited love or a relationship, in which only one party is trying to maintain and approach the other party, but unilateral efforts are not answered.
There is another word corresponding to this word: "two-way rush." I believe many people have heard the saying that "only two-way feelings make sense". An obvious manifestation of two-way walking is that there is a response to everything, and one party's efforts can be rewarded by the other party, and every sentence can be answered with heart. Both sides are moving in the same direction.