[lifeplusplus]

If you are in NYC, it's easy due city being a grid system, you just have to remember which way is north/up and then you can figure out. Ie. I know after I get out of subway (a train station) I'd to go "up", up as in the default orientation in google maps which I think is north. Then I'd know that if I'm going the correct way. I'd encounter x street, and if wrong way then I'd encounter y street. So I get out, make a best guess and start walking. If the next street is what I should have gotten to, great! If not, I turn back. Also I use landmarks, lets I'm completely lost, I look for something big like a bridge, tall known buildings, ocean, or even the sun (very rarely), which helps me orient... If it's there and I see it from here then I must be at xyz.

Honestly playing videos games helped me develop these skills as a kid. MMORPG and massive FPS shooter games where you literally had to use in game compass to find the other person.