I've been "lost" twice in my life. The first time was in Temple, TX. We had been to supper with friends north of there and were on our way home. I'd noticed a street beside the Gibson store on I-35 that pointed straight at Scott-White Hospital on the SE side of Temple, where the road we wanted to take south towards Taylor, TX, left Temple. So rather than jog all over through downtown Temple to get to that highway, I headed off down that street beside Gibsons. It was an overcast night, so no stars. The street went down into a lower area and I couldn't see any of the familiar city lights when it entered a brand-new subdivision, with no homes, no street signs, no lights, and, worst of all, no straight streets. We ended up on the SE corner of the subdivision on a gravel road that turned into a dirt 2-track that ended up in front of a farm-house with a whole pack of howling hounds. I got out of there and back into the subdivision, and took another 15-20 minutes to get back out of it onto the street beside Gibsons.
The 2nd time I was on my first solo cross-country flight. I was going from Sonoma County Airport in Santa Rosa, CA, to the Williams VOR (Very-high-frequency Omnidirectional Radio, a navigational aid in the central Valley, NNW of Sacramento) to Red Bluff, CA, and back to Santa Rosa. I had plotted checkpoints every 10-12 minutes along the way and my instructor had checked my flight-planning. My first checkpoint was Mt. St. Helena, a 5,000 peak clearly visible from Santa Rosa and directly on my course line. The second checkpoint was Mysterious Valley Airport, another 12 miles along my track. I flew over Mt. St Helena at my cruising altitude of 5500' and started looking for an airport in front of me. The Cessna 152 I was flying cruised at about 110mph, so I figured I'd see the airport in 2-3 minutes after passing St Helena. But 5 minutes went by and no airport was in sight. I had a moment of panic, thinking, "Oh, no! Here I am all by myself in an airplane and I'm lost!" Then I realized I wasn't lost, even if the airport I was looking for was. I looked out behind me and my rudder was bisecting Mt St Helena. I looked out to my left and saw the two 2500' Loran navigational antennae that I drove past when I drove from Santa Rosa to Williams. So, I pretty much knew exactly where I was, even if I never saw Mysterious Valley. I flew to the Williams VOR, which I was able to pick up on the planes navigation radio about five minutes later, on to Red Bluff, where I landed and refueled and then back to Santa Rosa.
When I walked into the building, my instructor was sitting there and asked me how it had gone. "Fine," I said. "No problems?" he asked. "Nope," says I. He sat there for a minute and finally couldn't stand it. "Did you find all your checkpoints?" I said, "Well, all of them but Mysterious Valley, but I'll bet you know that."
Turned out nobody ever saw Mysterious Valley. It was a camouflaged sky-diver's airport and they didn't want other planes landing. About four months later, I was flying to Fallon, NV, when I saw a DC-3 disgorge about 15 sky-divers and watched them land at Mysterious Valley. The DC-3 touched down, rolled a couple hundred yards and disappeared. Turned out they had a net stretched over the buildings and ramp of the airport and changed it with the seasons.
There have been another couple of times when I didn't exactly know where I was, but I knew how to get where I was going. When I rode in Europe, I used American AAA maps and they were pretty large scale. I took a lot of roads that weren't on my maps, but they always had signs pointing to places that were on my maps and that worked just fine.
I have a lot of the Rand McNalley laminated state maps that I use when I'm traveling. They don't have anywhere near all the small roads, but they fit in my tankbag's map case and, combined with the GPS, give me the big picture that's really all I need.