You guessed it.....Use a map.
But plan your route in advance, use maps and guide books, plenty of books in your local library covering majority of areas. Research the internet, read about different routes, look at the photographs on people's trip reports, not just on this website but look at various sites. Just google the area you want to walk and various routes/walks will be available to you.
Once you know where you want to go, decide on where to start so you know how far you will be walking. Once you know this then research, research and research. Take notes, print route maps, look at photo's, then try to condense all the information you have gathered so you can take it on your walk but without adding too much weight in your back pack, you don't want to be carrying 4 or 5 books. I will often use youtube to see if anyone has posted a video of the walk i'm doing. This way, when out walking, I will hopefully recognise some parts of the walk.
When I go walking in new areas or new fells I will often refer to my map every 5 minutes or so just to be sure I am on the right path. That way, if I have gone wrong or I'm not 100% sure where I am, I can turn round and get back to the last point where I know I was on the map. I will also ask people I meet when out walking and double check with them just to make sure I am on the correct path/route.
Some may suggest use a GPS device but only worth investing in if you will be using it on a regular basis or maybe a friend has one you can borrow.
I've also found local knowledge is very helpful and have asked many a farmer or local the best way but of course you can only do that once you are in the area you are walking.
A lot will depend on where you want to go, maybe to start with pick an area or route that is well signposted, i.e. a National Trail.
But as Benjamin Franklin supposedly said "Failing to plan is planning to fail"
I'm sure others will come up with some advice but that's what I do and have never got lost.....been a few times when I wasn't sure or have taken the wrong path but because of my notes and research I have realised my errors before it's too late.