Why should we not update the state directly?

If you try to update the state directly then it won't re-render the component.

//Wrong
this.state.message = "Hello world";

Instead use setState() method. It schedules an update to a component's state object. When state changes, the component responds by re-rendering.

//Correct
this.setState({ message: "Hello World" });

Note: You can directly assign to the state object either in constructor or using latest javascript's class field declaration syntax.