The $^{22}$Ne(p,$gamma$)$^{23}$Na reaction is the most uncertain process in the neon-sodium cycle of hydrogen burning. At temperatures relevant for nucleosynthesis in asymptotic giant branch stars and classical novae, its uncertainty is mainly due to a large number of predicted but hitherto unobserved resonances at low energy. Purpose: A new direct study of low energy $^{22}$Ne(p,$gamma$)$^{23}$Na resonances has been performed at the Laboratory for Underground Nuclear Astrophysics (LUNA), in the Gran Sasso National Laboratory, Italy. Method: The proton capture on $^{22}$Ne was investigated in direct kinematics, delivering an intense proton beam to a $^{22}$Ne gas target. $gamma$ rays were detected with two high-purity germanium detectors enclosed in a copper and lead shielding suppressing environmental radioactivity. Results: Three resonances at 156.2 keV ($omegagamma$ = (1.48,$pm$,0.10),$cdot$,10$^{-7}$ eV), 189.5 keV ($omegagamma$ = (1.87,$pm$,0.06),$cdot$,10$^{-6}$ eV) and 259.7 keV ($omegagamma$ = (6.89,$pm$,0.16),$cdot$,10$^{-6}$ eV) proton beam energy, respectively, have been observed for the first time. For the levels at 8943.5, 8975.3, and 9042.4 keV excitation energy corresponding to the new resonances, the $gamma$-decay branching ratios have been precisely measured. Three additional, tentative resonances at 71, 105 and 215 keV proton beam energy, respectively, were not observed here. For the strengths of these resonances, experimental upper limits have been derived that are significantly more stringent than the upper limits reported in the literature. Conclusions: Based on the present experimental data and also previous literature data, an updated thermonuclear reaction rate is provided in tabular and parametric form. The new reaction rate is significantly higher than previous evaluations at temperatures of 0.08-0.3 GK.