If they wanted to send a parcel or goods by carrier, or post a letter, then you will find out all there is to know. Find out about the neighbours, the shop keepers and tradesmen, and other related people in the village. A directory enables you to build up a detailed picture of real life at the time. This is what family history is all about. You can literally reconstruct their lives, with details of things happening around them in the place where they lived.
Directories are really gazetteers and trade directories.
They contain an immense amount of information about towns and villages, their facilities in the year of the directory, their history, and lists of all people in each who have trades. Not just businesses and shops - common ordinary people such as gardeners, blacksmiths, seamstresses, dress makers, chimney sweeps, etc. Directories began in the late 1700s, were common in the 1800s, and continuing into the 1900s. Below are links to actual examples, scanned at high resolution to make them easily readable. Pigot's Directory 8 example pages for the town of Cheltenham.