They did have compasses, but those do not give you your position. So if you've been flying for four hours at night, with a thirty mph wind, you could be 120 miles away from where you planned on being. You need some way of getting an absolute position, which these provided.
Windspeed is not unlike ocean currents, but since the speeds involved are a lot higher than in a boat errors in estimation accumulate way more quickly.
Not without aviation charts, which the article does mention were in short supply back in the early days of aviation. That, and I'm willing to bet that the licensing for pilots less than twenty years after the Wrights took off at Kitty Hawk was less than rigorous. So assuming that a licensed pilot, if such a thing even existed, was well-versed in navigation via charts and a compass was likely wrong.