Finding the direction without a compass
Watch (with hands)
With a watch (in northern hemisphere): Point the hour hand to the sun. South is half way between the hour hand and 12 noon (in GMT - so if it's summer, it's actually half way between the hour hand and 1pm)
With the stars: the plough points to the North star.
With a bit of steel wire - rest it on a leaf floating in water - it'll point north/south.
With a stick: Stick a stick upright in the ground, and mark the end of the shadow with a stone (assuming it's sunny!). That will be west. Wait 15 minutes or so and mark the new end of the shadow with another stone - that's east. Then lay out north and south (perpendicular line).