The directed graph (digraph), as a generalization of undirected graphs, exhibits superior representation capability in modeling complex topology systems and has garnered considerable attention in recent years. Despite the notable efforts made by existing DiGraph Neural Networks (DiGNNs) to leverage directed edges, they still fail to comprehensively delve into the abundant data knowledge concealed in the digraphs. This data-level limitation results in model-level sub-optimal predictive performance and underscores the necessity of further exploring the potential correlations between the directed edges (topology) and node profiles (feature and labels) from a data-centric perspective, thereby empowering model-centric neural networks with stronger encoding capabilities. In this paper, we propose \textbf{E}ntropy-driven \textbf{D}igraph knowl\textbf{E}dge distillatio\textbf{N} (EDEN), which can serve as a data-centric digraph learning paradigm or a model-agnostic hot-and-plug data-centric Knowledge Distillation (KD) module. The core idea is to achieve data-centric ML, guided by our proposed hierarchical encoding theory for structured data. Specifically, EDEN first utilizes directed structural measurements from a topology perspective to construct a coarse-grained Hierarchical Knowledge Tree (HKT). Subsequently, EDEN quantifies the mutual information of node profiles to refine knowledge flow in the HKT, enabling data-centric KD supervision within model training. As a general framework, EDEN can also naturally extend to undirected scenarios and demonstrate satisfactory performance. In our experiments, EDEN has been widely evaluated on 14 (di)graph datasets (homophily and heterophily) and across 4 downstream tasks. The results demonstrate that EDEN attains SOTA performance and exhibits strong improvement for prevalent (Di)GNNs.