I, too, wish they would stop perpetuating that moss myth. Moss grows on the shady side, and very frequently the shade is caused by other trees and shrubs, a tree's own foliage, terrain, large rocks, etc.

Common sense should indicate that you pick your direction and find something near that direction to aim for. And you should look back frequently, too, just in case you get lost and have to backtrack. The same area can look very different from the opposite direction.

Other things can guide you, too, such as the wind, if it isn't too variable. Keeping the south wind on your left cheek will keep you heading west, even in heavy overcast. At night, the glow of a city can be your beacon.