A cell with a normal concentration of 18% oxygen is placed in a solution of 30% oxygen. Oxygen molecules are small enough to pass through the cell membrane. Which way will the oxygen diffuse?

Understanding diffusion is the key to answering this question. The brief version, which some students just memorize, is that substances diffuse from a region of higher concentration to a region of lower concentration.
A broader description is that substances in a fluid will spread out over time until there is an equal concentration everywhere. You can observe this effect by dropping a drop of food coloring in a glass of warm water and watching how the color moves over several minutes. In order for the concentration to become uniform, regions of high concentration must show a decrease while regions of low concentration show an increase. In other words, substances must move from a region of higher concentration to a region of lower concentration. There is no magic to this; it is caused by the random motion of atoms and molecules.
Let's apply this to the problem. The substance we are asked about is oxygen dissolved in water. Where is the concentration of oxygen greater, and where is it less? The cell is placed in a solution containing 30% oxygen. This means outside the cell the concentration of oxygen is 30%. Inside the cell, the concentration is 18%. This is less than 30%, so oxygen will diffuse into the cell.
I have included a link to a YouTube video of a simulation of the random movement of a number of particles, showing how their random motion leads them to spread out over time. This spreading out because of random particle motion is what we call diffusion. It’s very short; take a look!
https://www.youtube.com/watch?v=QUVkMjoWkAI&feature=youtu.be