But I do think that as experience and confidence grows getting "turned around" is no big deal if prepared. The fear of being lost can be more dangerous than being lost.
I often hunt remote backcountry and spend the days following the lay of the land or game trails, animal tracks or just intuition. Commonly I discover I have no good idea of where I am. There are many ways to get "untangled" however. A GPS, a compass and map, or as often as not, just a compass.
A specific example: before the days of the GPS, I had tracked a bull elk for hours and was dressing him out until late in the evening when a storm blew in. I found myself standing on a point of a ridge looking through the thickly falling snow into a darkening drainage that I simply did not recognize. Sure, I had maps, but couldn't see far enough to orient myself. So then what? Well, I knew there was an east-west paved road maybe three or four miles to the north. If I missed my pickup at the end of a logging road, which seemed likely, I knew I'd eventually hit that paved road. I simply couldn't miss it.
It was getting to be a slog as the snow deepened but I wasn't worried. I had good clothing, a space blanket and fire-starting materials. As luck would have it, and it was primarily luck, I spotted a stump in the light of my headlamp and was pretty sure it was the edge of the clear-cut by my pickup. If I followed the highest ground north I'd find it. And that's what happened.
So I wasn't panicking and it wasn't because of bravery but because of experience in finding my way out when disoriented, and confidence I had the basics I needed to survive if I had to spend the night out there by myself.