You track you direction throughout the day. My road runs east/west. If i leave my house and turn left, I’m going west, turn right im going east, I keep this in mind as often as I can.

I also know my general area pretty well and what direction each town/city is in relative to my home, which helps me find my direction if i lost it. I also like to remember which direction each major intersection goes as that helps me keep track as well.