In thick stuff, traveling in a straight line can be a challenge. Again in the thick stuff, during a heavy snow, with no wind, and no tracks to follow back out, you could be in for an interesting day. If you travel several miles, that takes you around numerous small lakes, and you come to a lake with waves that are moving in the opposite direction of all the other lakes you've skirted, what are the chances that you won't believe your compass? If you've gone for a hike in the bush, and you come out anywhere other than where you intended to be . . . you were lost! Beware of people who claim to have never been lost, they're either liars or have never been anywhere. As you walk, frequently look behind you, the trail going out will look different than the one going in. Carry a good quality compass. If you isolate that compass from all metal objects you happen to be carrying, and have determined that there is no magnetic anomaly nearby, you should believe what it tells you. Mountains, lakes, rivers, streams, open muskeg, cell towers, power-lines, and clear cuts can all be useful landmarks, that will all be conspicuously absent once you've realized you're lost. Chances are, if you're just going for a short walk, you won't have a topo map, a gps, or a compass. Guess when you'll get lost! Once you've determined you're lost, stop, and try to think your way out of your predicament. Don't wander aimlessly. Pick a landmark like a snag that can be seen from a distance, and try walking from that landmark out 200 yards then return to the snag. Repeat in all 4 directions. If that doesn't bring you to another useful landmark or to familiar country, stop walking, build a fire, set up as comfortable a camp as you can manage, listen for sounds of traffic, a train, or a boat that might help identify where you are. Be mentally prepared to spend the night, and the night after that. Family and friends will be worried once you're over due. That's a good thing, they'll call for help. Provided you've told them where you intended to go, a search party should be able to find you fairly quickly.