While I have not actually been "lost", I have had that feeling of not exactly knowing how to get to where I am going. When in the woods, geocachers are some of the few that carry a supply of "just in case" items. Here are a few I frequently will have with me:
For starters: Ace bandages, Batteries, Compass
Then I pack in matches or a lighter, extra gloves, a mirror (or old CD), emergency Blanket in the winter, multitool, extra pens, Aspirin, a plastic bag (ziplock and garbage Size), and my all time small but extremely Effective item is a whistle.
An item not found in the pack but in the head of the one carrying it is their wits. Keep your head in the game to solve this puzzle.
Note: There is a lock'n'lock letterbox about 15 feet from this cache, not associated with geocaching.com. Hide is a PB jar. Please respect park hours 5AM to 10PM.
N 3 61 100 32
W 7 42 27 70