A direct appeal is the first chance you have to fix what went wrong. If you are convicted in state court, this appeal goes to the Pennsylvania Superior Court. This Court reviews all final convictions. Depending on what happens in the Superior Court, you can seek discretionary review in the Pennsylvania Supreme Court. Once that Court either declines to hear your case or issues an opinion on your case, the last step is to seek review in the United States Supreme Court. Once the Court either decides to review your case or makes a decision on the merits, your case is “final.” Despite the term, this just means that your direct appeal is over, and you must pursue other forms of collateral attack.
If you are convicted in federal court, the direct appeal process is a bit shorter. The case first goes to the Third Circuit Court of Appeals. Like the Superior Court, this Court must review your case. Once they decide your case, the only additional review you can get is in the United States Supreme Court. As above, once the Court either decides your case or declines to review it, your conviction is “final.”
Direct appeals must be filed immediately after your conviction. If you or your attorney fail to seek an appeal in the first place, you could lose your right to appeal forever.