Marcus Bicknell talks here about how a sense of direction is supported by clues conscious or unconscious that hone the general direction to take.
My feeling is that many of us do always know which direction to go. The instinct is then supported by clues. The clues can be conscious, like observing stars, position of the sun, geographical features and what you’re expecting to see. Other clues are subliminal but are just as important. Wind on the face. Incline of the land. Mountains in the distance. Curiously a single clue can be conscious to one traveller and subliminal to another. How many people are conscious of Venus to the West but may be influenced by it?