This is theorem 5.76 (Gluing Lemma) in Rotman, Homological Algebra.
Let $(U_i)_{i\in I}$ be an open cover of topological space and $U_{ij}=U_i\cap U_j$. Suppose for all $i\in I, F_i$ is a sheaf of abelian groups over $U_i$ and for each $i,j\in I$ there is sheaf isomorphism $\theta_{ij}:F_j\vert_{U_{ij}}\to F_i\vert_{U_{ij}}$ with $\theta_{ii}=1_{F_i}$ and cocycle condition for $i,j,k\in I,\theta_{ik}=\theta_{ij}\theta_{jk}$. Then there exists a unique sheaf $F$ over $X$ and isomorphism $\eta_i:F\vert_{U_i}\to F_i$ with $\eta_i\eta_j^{-1}=\theta_{ij}$ over $U_{ij}$ for all $i,j$.
In the proof, existence of $F(V)=\lim F_i(V\cap U_i)$ as directed limit.
What is the ordering of directed system here and the morphisms $F_i(V\cap U_i)\to F_j(V\cap U_j)$?
I am aware that there is $F_i(V\cap U_i)\to F_i(V\cap U_i\cap U_j)\cong F_j(V\cap U_j\cap U_i)$. How should I describe this directed system without knowing this is directed limit of some diagrams?
I have seen people saying this is inverse limit. Is this directed limit or inverse limit? If I think $F_i:U_i\to R$ being sheaves of continuous function of $U_i\subset R^m$, obviously this has to be cokernel of some exact sequence by identifying the part in agreement. Since it is cokernel, it had better be directed limit.
The system here is not a directed system, and we are taking a limit, not a colimit. Rotman's description of what's going on here is quite sloppy.
Here's the correct description of the gluing. Consider the category $\mathcal{I}$ which has an object for each $i\in I$ and for each pair $(i,j)\in I\times I$ and morphisms $i\to (i,j)$ and $j\to (i,j)$ for each $i$ and $j$. For each open set $V$, there is a functor $G_V:\mathcal{I}\to Ab$ such that $G_V(i)=\mathcal{F}_i(V\cap U_i)$ and $G_V(i,j)=\mathcal{F}_i(V\cap U_{ij})$, with $G_V$ sending the morphism $i\to (i,j)$ to the restriction map of the sheaf $\mathcal{F}_i$ and $G_V$ sending the morphism $j\to (i,j)$ to the restriction map $\mathcal{F}_j(V\cap U_j)\to \mathcal{F}_j(V\cap U_{ij})$ composed with the isomorphism $\mathcal{F}_j(V\cap U_{ij})\to\mathcal{F}_i(V\cap U_{ij})$ given by $\theta_{ij}$.
The sheaf $\mathcal{F}$ is then defined by taking $\mathcal{F}(V)$ to be the limit of this functor $G_V$. Explicitly, this means an element of $\mathcal{F}(V)$ consists of an element of $\mathcal{F}_i(V\cap U_i)$ for each $i$, such that their restrictions agree on $V\cap U_{ij}$ when you identify $\mathcal{F}_i(V\cap U_{ij})$ with $\mathcal{F}_j(V\cap U_{ij})$ via $\theta_{ij}$.