I have an excellent sense of direction... but I guess that comes from my lifetime of scouting and various such things... I can use a compass extremely well, but most often I dont even need one to know where north is, and subsequently where east and west are.
It should be noted, that while moss tends to grow in cool, damp, or shady places, that it rarely grows on -just- the north side of a tree - it tends to grow all over. However, the sun rises in the east, sets in the west, and so it moves across the sky acordingly, so if you angle a stick in the ground, the direction the shadow travels over a breif amount of time is opposite that of the sun, and so you can figure out which way is north/south/east/west from that if you genuinely have no idea to begin with. Tricks of the trade I guess. However, it is an extremely rare day that I find myself lost, anywhere, thats for sure.