Been lost a few times. Sometimes in countries where I didn't speak the language. Been lost mountain biking in Europe. Few basic things. Be prepared. I carry a thermal blanket (that shiny mylar thing that folds up to a few inches long.) Knife, source of fire. These days I have my cell phone too...if I can get a signal. You just keep your whits about you and surrender yourself to the situation. You don't surrender your fate....just the fact that you ain't gonna be gettin your fat overfed butt outta the woods when you planned on doing it. Been lost in the night when it was warm enough to backtrack till I found the trail I had lost. Been lost in the evening when I knew it was too cold to keep going forward, and took the last hour of daylight to get my impromptu campsite ready next to my mountain bike. sometimes it's neccassary to be uncomfortable for a few hours to get comfortable again later.
The best advice I ever got was from an old computer engineer who took me under his wing. " Let this be your guide.....just don't do anything stupid."

David.