Read all the information provided before starting an adventure!! Heading north when lost can sometimes help but the best way to navigate is by upgrading you navigation skills but also by looking at the pictures of the area you standing in!! Drawing road maps as you go could also help you!!!
Always ask for information and read everything they say as hints and tips for the adventures are hidden here!! Also this can be a way to meet new characters!! i.e When as Laura you can get Judy from one of the information huts!!