Lost

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If you define "lost" as having no idea where you are and despairing over ever finding your way back again, then I don't think I've ever felt lost.

There have been times when it turned out that I wasn't where I thought I was, or when I wasn't really sure exactly how to get back en route to where I was going, but I've always considered those times as challenges or puzzles, not as the existential remorse of being "lost." 

Corollary lesson:  You're never lost if you don't have any destination in mind.