Instinct is to "find" your way out. However, what usually happens is you panic and get more lost and then eventually take off running like a madman and get injured.
I have been lost at night and despite the urge to get out. Used my brain, built a fire and played survivalist overnight. I looked at it at first as a bad thing, then said f$%k it I'm here, might as well enjoyed myself. Cooked some of the squirrels I had n had a big time. Once light and I got my bearings, I found my way out with ease.
Mistakes-no compass on me. Especially in an area I was not real familiar with. Not letting people know exactly were I was going and when I'd be back. I was 16, so no cell phone. No one had them then except an elite few. Was not prepared for a cold night. Luckily, I was sneaking smokes when I hunted and had a lighter and a pack of Marlboro reds to keep me company.