When I first played the game, I got lost often.  I had to learn old explorer techniques in order to get my bearings. The obvious: Sunrise East, Sunset West - North/South inferred. It's best not to get caught outside at night, but if you have a clear sky, I discovered there is a North Star: The shiny spot roughly in the middle is the North Star.  To find it, it's best to do so before you need it (there are a couple that are similar and misleading), and reorient every time you