You could make yourself a primitive map as you go. You know where you started. You walked in a straight(ish) line for 10 minutes, past the big fallen oak. Then veered left about 30 degrees and went on for 25 minutes, crossed the stream, through the clearing and up the short steep slope. You could see a fire lookout tower about 5km away at 90 degrees to your direction of travel. Etc. etc. If you plot all this at a suitable scale on a piece of paper you can get a general idea of where you are in relation to where you set off. Using blazes as mentioned above, and markers of various sorts, and aligning features, both ahead of you and behind you, so that you know you are travelling in straight(ish) legs will help enormously.
You don't need a compass as each leg is relative to the last. And scale is minutes / hours on each leg.
You can follow these principles even in forest with numerous trails. Just record the trail branches off the one(s) you are on, along with the time at each.
A search for the terms 'surveying traverse' or 'compass traverse' will give you some more detail. (Adapted suitably for the absence of a compass, of course!)