Three basic things you should never do after becoming lost while driving:
Never drive down a road that is not paved.
Never enter dead ends.
Never drive through water on the road.
Even if the GPS tells you to. Nothing good is down that road. Best case scenario, some kind of nature reserve. Worst case, private property enforced with dogs and guns. Not even if it is a shortcut. Stay on the pavement.
One would think this would be obvious. Any sign that says Dead End or No Outlet is to be avoided. It doesn't go anywhere.
Use extreme caution going through still puddles on the sides of the road; drive around them if at all possible. If the whole width of the road has water on it? Go somewhere else. You do not know what is under that water. Puddles can hide huge potholes or hazards. Moving water can take a whole road with it and hide the washout. Approach bridges with caution, especially if it is raining or recently was raining. If the water is splashing onto or over the bridge, do not cross the bridge. Bridges almost always have a sign announcing them; but it may or may not have extra words. Bridge Ices Before Road, simply bridge, or ]:[ which means "narrow bridge" (pause, and watch for oncoming traffic - this is a one-lane all-way stop).
Three basic practices that are very helpful if lost while driving:
Keep Moving
Go Downhill
Drive by Daylight
You can't get anywhere if you aren't going anywhere. Pick a direction and go. Try and stay relatively going the same direction, but be aware that there will be a lot of twists and turns.
Water flows downhill. Humans build towns where there is water. Mountains go uphill. No one builds anything on top of a mountain. Go downhill to get out of the mountains, and work from there.
It's very, very easy to get lost in the dark. If you can't avoid being out after dark, it is okay to park on flat, secure ground away from water and sleep until the sun comes up. If you must drive in the dark, go slowly and carefully, watching for wildlife as well as useful signs and turns.