I would personally just treat whatever direction I'm facing at the time as North and go from there.

East is sunrise. West is sunset. The sun will also always be slightly south and even more so in the winter (unless you're in the southern hemisphere then it's slightly north).

If your local area has some kind of landmark like a big tower, or a big lake, learn where that is relative to you and use it as a reference point. For me, I live near a big lake and it's always south of me. It might be easier for you to ask yourself "which way is the lake?" instead of "which way is south?" or whatever your landmark and direction happen to be.