alt Hacker NewsOrienteering is a good skill to have. My wife and one of my best friends could both get lost trying to get out of a cardboard box.
With that said, in the days before GPS, I recall wandering off my planned route for a bit in a new to me city, crossed the wrong street, and ended up in the poorest neighborhood and gang controlled territory. Nothing came of it, other than a lesson learned to be a little more careful about planning potential deviations rather than impromptu ones.
Going into the donut store and having to pass money under bullet proof glass and getting the donut through a revolving bullet proof door was certainly an interesting experience, though not one I'd care to repeat.
Pre-(consumer) GPS, I definitely got turned around even in cities I knew reasonably well that aren't on a grid system in parts. It can be bad enough today in some sections of busy cities where you need to constantly shift lanes etc. and be at least moderately aggressive but trying to drive with a map open on your lap at night could be a bit of a nightmare--and not especially safe. It probably took me years before I had a passable sense of the geography of Boston.