is the word WHAT a direct object

No, "what" is not a direct object. But to help you understand more, here are a few examples of direct object:
Sentence 1: Carissa thought that the contract had ended.
(Step 1. Find the verb = thought)
(Step 2. Ask What? = that the contract had ended)
(Therefore, the direct object is that the contract had ended.)
Sentence 2:
he constable described what he saw at the scene.
(Step 1. Find the verb = described)
(Step 2. Ask What? = what he saw at the scene)
(Therefore, the direct object is what he saw at the scene.)
Sentence 3:
The cat wants to eat our goldfish.
(Step 1. Find the verb = wants)
(Step 2. Ask What? = to eat our goldfish)
(Therefore, the direct object is to eat our goldfish.)
(Note: This direct object has its own verb with its own direct object. (Question: to eat what? Answer: our goldfish.))
I hope that helps!
If it does help, please contact me(anyone that likes this comment or reads this comment) at :
hcps-ipac@henricostudents.org
Thanks!