What is the secret of choosing and maintaining the direction?

While in discussions about this topic, I always remember 150 years old conversation in Alice's Adventures in Wonderland.

Alice (the character who is lost in the woods): "Would you tell me, please, which way I ought to go from here?"

Cheshire Cat (the character who knows): "That depends a good deal on where you want to get to."

Alice: "I don't much care where"

Cheshire Cat: "Then it doesn't matter which way you go"