Take a very long ball of string, let it unravel behind you as you walk,
when you're ready to leave, follow the string back to where you started, taking care to wind it up carefully as you go!
Works for me.
;o)
Explorers used to chop marks into trees with a hatchet so's to find their way back. In these environmentally friendly days, you could instead chalk-mark the trees as you pass them.
Find a country park that has a way-marked signage. Purchase a map/ leaflet that has info on, your chosen route (most are circular). Look for the way marker posts. Enjoy!