As others have said, I've never been lost but I have been confused.
Most of the time in the woods I know what direction I need to go. The problem has been when the terrain wouldn't let me go that way.
If you have to circle around an obstacle, or back track enough it can get confusing.
Oh by the way, that bit about moss growing on the north side of a tree. In the Pacific Northwest it grows on the South, West, and East side as well.