I have no clue about directions, and I was actually walking in circles in the desert at Anholt the other day, and I felt so annoyed with myself - how come I didn't notice the sun turning around?
In my childhood town of Tromsø we were always surrounded by mountains, that made it easy to navigate ... as long as it was daylight and not too foggy. Whenever I get to flat land, I'm horrible at navigating.
At least after discovering I hade made a full 360 degree circle, I stopped up and thought for a bit on where the sun should be, and tried keeping a steady direction based on the sun.