Labyrinths and mazes are a staple trope of the tabletop (and computer) FRPG (or shooter).
I have a reasonably good sense of direction, but in an environment where I have no environmental input from outside the maze (e.g. the sun) and no clear grid to work with, I get lost pretty easily. I'm pretty good at retracing my steps, and in that sense I don't easily get "lost", but if I'm not walking through a grid-based maze (or building) then it won't be long before I couldn't tell you if I'm facing north, south, east or west.
Even what seems like a perfectly rational grid-based layout could be built to deceive the sense of direction though. I refer you to the path highlighted in pink in this illustration: if each of those corners is just enough out of square so as not to be obvious, someone walking down the meander could easily be turned in a wholly unexpected direction. A RPG party who isn't using precision surveying instruments could be sent off north when they think they're heading east.
In a computer game, this would be easy to achieve. A tabletop game, however, relies on verbal description from the GM, assuming they're not just showing the group the map, which would be particularly lame. We shall not consider such poltroonery.
Back in the Olden Days, our GM(s) tended to describe our path through subterranean caverns and dungeons and things in terms of compass directions — "You walk east for fifty feet, and come to a Y-junction with passages heading off north-east and south east. Which one do you want to take?"
That sort of thing.
That makes description and mapping relatively straightforward, but it has this disadvantage: as soon as he started saying "left" or "right" instead of "north" or "south", we knew that he was up to something tricky, and everything slowed to a crawl as we took all the surveying precautions we could think of.
For that reason, I never describe a dungeonesque environment in terms of the cardinal directions, but only ever relative to the perceptions of the party inside that environment. It's sometimes a bit tricky to keep oriented, but it's worth it to cut out just one avenue of meta-knowledge that might mitigate against proper game immersion.
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