You’re not supposed to intrinsically have your sense of direction in a new place. Some people can do that but assuming you’re not paying full attention on your way to a new location it’s actually normal and expected to have to get your bearings which means taking a moment to orient yourself and figure out what direction is what. And then it’s easy to forget (let’s say you step into a store) until you build a sense of landmarks. Also the more dense a location the harder it is because it’s more complex.