Well I just bought Minecraft a few days back. Pretty fun but it takes a lot of patience and memorization. Heck I had to pull a Hansel and Gretel with pumpkins and flowers as land marks just to find my home I made inside a mountain when I went hunting for food and wool.
I know the feeling. Before I started playing, I never thought it would be so easy to get lost. If you have a compass, and a landmark at the spawn point though, it helps a lot.
What server are you playing on, anyways? On the SRB2 Server, we have a city near the spawn, and that serves as a good landmark to base everything else off of by compass. I don't really get lost any more.
I'm kind of pleased and also displeased that there is an overall objective. It gives me something to look forward to, as I'm probably not going to fight it for a long time, but at the same time, it seems like once you fight it, the game will seem empty. Heck, a bunch of people on the SRB2 server were all like "Yeah we're still gonna play after we beat the Enderdragon", but I have yet to see them on since they did. The server is a lot less busy now, and that kind of sucks.