I want change some flashlight to be direct driven...
1)How often dirrect drive messes up something in the flashlight?
2) Does LED burn than, or something else?
If you go direct drive there is nothing else :)
If the current is too much for the emitter and it's direct drive there is nothing else for it to mess up other than the emitter (since there would be no driver for it to mess up).
I don't think there is an answer to your other question about how often is it s problem. Direct drive works (to the extent that it does work) when the battery under load and the vf of the emitter are close.
You aren't going to use (2) CR123's and like the result direct drive since that would be 6V with an emitter expecting 3.7 V (or whatever). If you are using a single li-ion, good heat sinking, and an emitter with a vf in the same range...it works.
I don't have any experience in this so take that with a grain of salt. I would think that using a XP-G with a low vf that could be as low as 3.2V could be a problem with direct drive.
The more there is a mismatch the better the heat sinking would need to be. After a certain point however your emitter is just going to fry.