Dire wolves were not magical in themselves, just very intelligent for canines, but some of the Stark children had a magical connection with them. They're descended from the First People, some of whom have the ability to "warg" or enter the minds of animals, and several of them have a psychic connection with their dire wolf.
Bran has the strongest ability and spends a lot of time in Summer's mind, and of course gets training in his psychic abilities and develops them to the full. Jon has a connection with Ghost that creeps out the men of the NW, but I don't remember if he ever consciously wargs into Ghost's mind. In the books Arya has dreams about lost Nymeria's doings that are later confirmed by other characters, but darned if I remember if Robb and Rickon ever showed any sign of warg ability. Sansa's wolf died early, but there doesn't seem to be anything of the First Men about her.
Seventy-seven courses and a regicide, never a wedding like it!

In summary, there is nothing magical about any class of wolf.
Who reads to you?

Direwolves were a relic of the magical past. The Starks finding the direwolves just essentially signaled the start of magic coming back to Westeros. The direwolves had more roles in the books, but you can pretty much tell that the fates of the direwolves align with the fates of the Starks.
Grey wind = Robb destroyed his enemies like the wind, but also disappeared like the wind.
Ghost = pretty much self-explanatory
Lady = death of Sansa being a lady
Nymeria = warrior princess; pretty much Arya's fate
Summer = death gave rise to winter. Bran's storyline is intertwined with the Night King
Shaggydog = self-explanatory

I agree I think there may have been more to it that was not shown

No, they're just big dogs, not even smarter.
Long may she reign
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