Heres a real senario that happened to someone I know.
 example.  
One of the worst "boo boos" I've ever done is when I was out X-Country skiing.  I didn't have a map (mistake #1), but I had seen a map and knew that a road cut across my path.  So, I thought I'd ski a compass bearing.  I'd hit the road, turn left to the main road, and follow the main road back to camp.
Except that they don't plow that road in winter.  I skied right over the road without knowing it.  I kept looking at my watch thinking "why the heck haven't I reached that road yet?"  Finally, it was getting dark and the people I was with were starting to get scared.  Using a compass bearing, we turned toward the main road.  We did get to the road, and we even got picked up by someone who kindly gave us a lift back to camp.
Moral(s) of the story:
-Always carry your survival gear
-A map 
is survival gear.  Not getting lost can prevent a whole lot of survival situations.
-Be careful of assumptions about terrain.  If it ain't adding up, then you might just want to abort a loop trip and return the way you came.  
Retracing your steps isn't "admitting defeat;" it's a smart survival technique.-Always establish a turn around or "bail out" time.
-Leave word at camp of where you're going, what route you'll take, and when you'll return.
HJ