A good trick is once your bird and controller are powered up, but before you start the props:
The map faces N, so pick up your bird and turn it until it faces the top of the map on your controller screen, then put it down.
Now stand behind your bird and face N and take note of a reference feature.
So now as soon as you are unsure of where your bird is pointing, turn to face N, and the arrow will tell you which way it is headed.
The map display will also show you the home point, so it becomes easy to steer home.