Pretending to understand the directions is how you end up lost with confidence.

Nodding along while you are lost feels polite and buys about four minutes. The confusion does not go anywhere, it just becomes yours alone, and now you are heading off with a confident face and no idea where you are going. Whoever explained it would far rather be interrupted than find out afterward.

Stop at the first step you cannot picture instead of the last one. Say which turn you lost, or repeat the instruction back and let them correct you. One question in the doorway saves twenty minutes of wandering.