I got this directly from an expert in the field.

"Self appraisal of sense of direction has minimal validity of actual wayfinding performance." The correlation is actually less than .3 on 4 different studies that are considered the definitve research in this area.

Cornell E H, Sorenson A and Mio T, 2003, Human Sense of Direction and Wayfinding, Annuls of the American Association of Geographers, 93, 402-428.

I have a history of excellent wayfinding performance myself. I like to drive DH crazy by taking new routes everywhere all the time until he's so confused he would have no way of finding his own way back.