Melavai, it wasn't a peer reviewed article; it was in the current issue of Psychology Today (I know, not a scientific journal). There were 10 examples of well documented phenomena of situations where we don't turn back. Those examples did have some previous research cited, as well as some pretty startling examples.
I have a good sense of direction on the road, but once I am in the woods, everything looks the same to me. I went mountain biking by myself a few times, after work, about 7-8 years ago. I was in some conservation land I am fairly familiar with, but I did get lost. I turned around when something just didn't "feel" right and got back to a trail I recognized.