In 2007, Jan Souman dropped three volunteers into the Sahara desert and watched as they walked for several miles, in an attempt to walk in a straight line. Souman was interested in the widespread belief that lost travelers end up walking in circles, a belief that has never been properly tested but has nonetheless become firmly entrenched in the popular consciousness. Just think about Frodo and Sam's hike through Mordor or the three hapless teens in the Blair Witch Project.
To see how non-fictional humans would fare, Souman tracked a group of volunteers using GPS as they walked through a thick German forest or a featureless Tunisian desert, as well as others who strolled through a large field blindfolded. The result: they did indeed go in circles but with no preference for any direction and only when they couldn't see or when the sun or moon weren't visible.
It seems that with some sort of reference point, we're entirely capable of walking in a straight line, even in a featureless desert where dunes obscure the horizon or a busy forest that's riddled with obstacles. The sun's good enough for these purposes, even though it's position changes as the hours pass. Without any such cues, we quickly veer off course.
