Since you said you like going to different neighbourhoods for fun, how do you not get lost? Like, I've never gone to central Helsinki or any other part of the city alone that I'm not entirely familiar with because I know for a fact I'd get lost. And by international standards Helsinki is a small town, not a huge metropolis like all the big cities in America, Germany or Japan, let alone India or China, so... I mean, I do have a really bad sense of direction just like my mum, but still...
Phones have gps and maps. Kinda hard to get lost with that.
Even if you do, you can always ask people around you where you are, or try to find a main road and follow it if you have any clue in which direction the city centre is. Then you keep walking until you start to recognize the area.
I did that in Tallinn when I got completely lost (I'm good at it. Like you, I have no sense of direction.) I just walked towards north because I thought I must find some big road that leads me closer to the harbour/Old City, which was where I wanted to get before I got lost. I've also got lost as a kid when I missed the school bus and decided to pay a visit to my grandma who lived "close" aka about 2-3 km away from the school...
I stopped a random stranger and asked where to go.
I'm more terrified of the buses than getting lost on foot because when I moved here, I knew absolutely nothing about Tampere. Suddenly I had meetings, appointments, all kinds of places to go and I had no idea where they were or how to get there. If I'm walking and take the wrong turn, I can always go back when I notice it's the wrong direction, but if I take a wrong bus, I might be 10 km away from my destination before realising I'm not where I wanted to be. Some of the buses don't even show the stop names so all you can do is to try to get a glimpse of the stops you pass by...
...and then on one summer day, I got the best idea ever. It was a nice sunny weather and I wanted to wear my sunglasses that I absolutely love. They don't have corrective lenses, but it's not usually a problem because I can see well enough without eyeglasses. However, when I got to the bus stop, I realised I can't see the bus line numbers before the bus is like right in front of me. Tbh I couldn't even tell apart normal cars from buses.
(Did I give up, go back home and get my eyeglasses? Pfft, no. I did regret my decision though and promised myself I won't do it again.)
Also, I guess I got cured from any fear of getting lost when we had orienteering in school. We were given a map but no compass. Of course, me and my pair got lost. We thought we recognized one path but that got us even more lost than what we were before.
Even though we had the map, it wasn't much of help because we had no idea where we were on it. I remember how I thought we could try to walk in one direction until we find a road or something, and then I looked at the map and saw the forest goes on and on over the edges of the map in north, northeast, and east. I tried to see where the sun is but the entire sky was filled with clouds. I've never been as desperate as I was back then. I was so scared we'd walk and walk and walk until we're in Joensuu or something. (In the end, I got pissed off, decided we'll take the risk and walk in THIS direction, and after a while we found a road. The next time we had orienteering, the teacher gave us all compasses.)
Anyway, I have never been as scared in a city as I was in the forest. It was so horrible that getting lost in a place full of people and road signs can't quite match it...
//EDIT This got longer than I expected so:TL;DR
I trust my phone gps and maps, and if I can't use them, I ask help from random people or walk in some direction and hope for the best. Usually it works.