My best recommendation if you're having trouble keeping direction is to use the in game map markers you get to mark the locations you need to get to. The sky isn't too big, so you should be able to figure things out with time.
I mark where I want to be on the map then when flying open the map & make sure you are still headed in the direction of marker on your map, also use the contour lines and any other features that show up on the map then adjust your flying direction.