How can I spend my paper wallet directly? I am totally new to Bitcoin. Can you tell step by step, how I can spend a paper wallet directly? Or is it necessary to create a software wallet?
Unless you plan on doing ECC math and hashing algorithms by hand (it would take you about a day just to do a single round of SHA256) and publishing the raw binary transaction via raw network protocol, you're going to need some software.

I would recommend getting Mycelium, which has a paper wallet import feature. You can then spend it where you like using the wallet.