Per the D3100 manual it does show that data in the GPS information display on the camera. You should check to see what the requirements are for you GPS to record the direction. Many GPS units require they have a required orientation, usually held parallel to the ground. So if the unit is mounted on the camera, only images in the landscape orientation would have this data.
D3100 can only show the heading when GPS devices supports it. Most of the geotagging gps such Nikon GP-1 can not show heading (direction). Few geotagging device such as Easytagger GPS can support it. http://www.e-geotag.com/product.aspxhttp://www.easytagger.ca You may visit here to see the detailed introduction.
All the Nikon Dslr that support GPS function will record heading information except D200. I'm a Nikon D90 user and have Solmeta geotagger Pro, my experience told me the heading information not only be record when hold camera and GPS horizontal, but aslo works in a certain angle scope. Solmeta claims in the manual the heading is accurate between ±50°, certainly when you hold it vertically, the heading information is wrong. Once used it in a flight, all of my photos are embeded with GPS datas. As a logger, it recorded the whole routing of my flight. Fantastic!