Logging can help. Also mapping out the areas that you have explored with pen and paper helps to imprint them on your brain. I have no idea what classes you have played, but a thief with gentle walk can go a lot of places without getting into too much trouble. The same for a ranger in the wilds or a transmuter with duo dimension.

When you have someone lead, ask them to explain in at least a general way where you are going. If you have an area you want to explore that you can't find, someone in game can probably tell you where it is and what to watch out for.

Good luck!