Luckily, in CT, it takes a little talent to get truly lost. You can chase your tail for a bit, but... if you don't know where you are, take your compass and head straight. You will hit a road, river, stream, backyard, something that will get you home... now that said I have been in some interesting situations and certainly experienced the after-dark vertigo of 'every tree looks the same' and 'where the hell is that swamp'... the worst situation I've been in was actually snow shoeing in Feb. I went into the woods 2 hrs before dark and was having a blast going off trail to follow deer tracks. I never lost the trail (almost once) but did notice something I did not account for as the sun was setting... it was getting very cold, like well below freezing and I was drenched in sweat, no lights, no survival stuff because I was going to be on clear marked trails... yeah. The reality of hypothermia began to set in as I started feeling the very initial stages of it. Anyway, after consulting one of the maps that periodically spring up on the trails, I figured out how to get out but only had about 10-15 mins of usable light left in the day... the trick was if I took a wrong turn I could find myself heading several (like 5-10) miles in the wrong direction towards a neighboring town, in the dark, if I even got that far. I had some words with the Lord and He was merciful. Found my way out and felt pretty good to be in the warm car on the way home. The beer that evening was extra fine!
I still snow shoe when I can, but I take the basics in with me and make sure I KNOW my trails and about how long it'll take me.