In any sort of mobile survival or bug-out situation, it's essential to know where you've been and where you're headed. It can be extremely easy to get turned around and end up wandering in circles if you don't continually check your direction of travel. The easy way to do this is to carry a compass — we strongly recommend adding at least one to your survival kit. There's no faster and easier way to navigate in the backcountry than with a dedicated compass (or a device that includes one, such as a GPS unit).
That said, you should never be wholly reliant on this tool to navigate. You should know several other methods of finding north, south, east, and west reliably. We've previously discussed the shadow stick method, the wristwatch method, and even how to make your own DIY compass using a magnetized needle and a cup of water. Celestial navigation is another time-tested way to navigate, but it doesn't entirely rely on finding the North Star as most people assume — you can also use the two most visible celestial bodies: the sun and the moon.
You've probably heard the adage that the sun rises in the east and sets in the west, at least in the northern hemisphere. There's some truth to that, but there's a whole lot more to it. The rising sun (or moon) is only due east on the spring and fall equinoxes; the setting sun (or moon) is only due west on those same days. In other words, the adage is only fully accurate twice per year. The rest of the year, the earth's eccentric orbit causes those positions to shift towards the north (summer) or south (winter). For accurate solar and lunar navigation, you must understand these shifts.
This probably sounds complicated, and it can be, depending on how precise you want to be. However, the following pair of videos from British YouTuber AlfieAesthetics does a great job explaining the principles of basic solar and lunar navigation. Once you get the hang of it, and remember how to compensate for the seasonal changes, you can navigate quickly on the move without overreliance on a compass. The videos will take less than 20 minutes to watch in total, so that should be an easy investment to make.