Personally, when I started CF I was afraid that I'd get hopelessly lost in the text and room-based enviroment. However, I managed to find my way around, with the help of the DIKU-Wiki map. Here's some thoughts on how to find your way around

Read the room descriptions and look at the directions if you feel lost. Helps you to keep on the road if nothing else. Finding your way to e.g. from Galadon to Udgaard is quite simple if you read the descriptions of the road rooms and see to what direction it continues.

Other than that, try to memorize the general directions of the exits (e.g. West Aryth is entered from the southwest corner of Aryth Ocean) and use landmarks (e.g. Large Crossroads is directly south from Auction Block) in your advantage. Also, rules of thumb for a correct route based on the map are also useful(The easternmost path to south available in Coastal Plains leads to Seantryn. Jade Mountains rooms you enter by going too much east can be easily recognized from the room descriptions).