A person's fingerprint on a kitchen knife would not in any way logically necessitate that the person who left their fingerprint is the murderer. Perhaps he or she used the instrument to prepare food and then a separate person wearing gloves later used the same blade to murder someone. Alternatively, it is possible for a person to be one of few people in the area of a robbery or kidnapping when it occurred although they had nothing to do with the act. Witnesses who see them around the site have visual and, once the moment passes, memory evidence they were present, but it does not necessarily even suggest the individual in question is the criminal.
The whole of this would at most be circumstantial evidence. All evidence is merely probabilistic or else it would not be evidence from testimony, unverifiable sensory experiences [1], or memory, but logical proof rooted in necessary truths. Ultimately, though people who use the phrase are almost certainly not often rationalists and would still confuse a higher degree of evidence for proof, circumstantial evidence means there are other logically possible circumstances (though there are always multiple logical possibilities where direct evidence is involved, albeit more seemingly unlikely ones) that are fully consistent with whatever seems to point to a particular likelihood.
The difference between this and direct evidence is that while there are still possible alternatives with the latter, such as extraterrestrial doppelgangers, sensory illusions, and so on, direct evidence is more blatant and does not involve as many assumptions if believed: no one is justified in believing anything on the basis of evidence except that there is evidence and that something is probable, of course. It is still all that there is to point towards a given possibility in many criminal situations. Say that someone did not see a suspect walk out of a room after a gunshot is heard from inside (which would be circumstantial if this is all there is). They walk in and see the gun with smoke emerging from the barrel still in the hand of the suspect--this is direct evidence.
Not even a literal smoking gun in someone's hand with their finger on the trigger and a corpse on the ground is absolute logical proof that the gun was used to kill them; while it is logically true that this is very strong probabilistic sensory evidence, it is not logical proof because of all sorts of possible sensory distortions and illusions. This is still as direct and immediate as any evidence could be that whoever holds the gun is the one who committed the killing. Hearsay that is more removed from the actual events, witnessing someone in the mere vicinity of a crime, and other such things do not have this high level of probabilistic evidential strength.
Circumstantial evidence a specific criminal suspect is guilty is glaringly epistemologically fallible, and yet it is very common for people to talk and act as if most or all of their worldview is based upon mere assumptions like inferences in matters far beyond whether someone has committed a crime. For this reason, some people deny or ignore the only things that cannot be false or have been any other way (logical axioms and other necessary truths of reason) but assume something philosophically secondary, objectively contradictory, or entirely unverifiable is true, or maybe even the real core of reality despite how it could only be logical necessities that have this status. Circumstantial evidence might be selectively dismissed as being more than it is, yet, in the sense of non sequiturs, the entire foundation of many people's philosophies is like circumstantial evidence or worse.
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