Am I supposed to eat frozen cherries directly
Frozen berries as noted elsewhere have a mushier texture than fresh, so perhaps aren't great for eating in the hand; but they are excellent to pair with plain yogurt.  My wife eats plain yogurt with cherries or blueberries directly out of the freezer, not fully thawed, all the time.  She usually microwaves them briefly to take the chill off and partially thaw them, but I don't believe she fully thaws them.

Smoothies are the other main use I have for frozen berries, they go directly in and make the smoothie nice and cold.

Fully frozen cherries would be too hard to eat really, you could suck on them I guess but that seems like a stretch.