The Central Limit Theorem for directional statistics is a way to figure out what the average of a set of angles might be. Angles are a way to measure direction, like north, south, east and west. Angles are usually measured in degrees, so you could have an angle of 30 degrees or 180 degrees.
The Central Limit Theorem says that if you have a bunch of angles and you add them together and then divide that total by the number of angles, the answer you get will be close to the average angle. This works really well even if the individual angles are all different from each other.