And that’s why we spent forty years wandering in the desert.
Same for Chicagoans as east coasters
In most places I am aware of the cardinal directions. One place where I was frequently confused was Atlanta.
As has been noted many times, you’re almost always at the corner of Peachtree and Peachtree.
If you ask me which direction I’m facing, I won’t be able to tell you. But if you ask me which way the Atlantic Ocean is I can tell you with near certainty as long as the sun is up and I’m within maybe a few hundred miles of home (I assume that error will start to creep in the further away I get). I’m not consciously aware of the cardinal directions but I know which way is toward the ocean (again, only the Atlantic) from living in an east coast (US) city. I think my brain has unconsciously kept track of a bunch of data (height of the sun in the sky, time of day, time of year, etc.) and has correlated that data to times I was either at the ocean or near enough to know which way it was.
I’m not aware of the data itself. I couldn’t say “The ocean is this way because the sun is at this point in the sky at noon in March”. I can just point and say “It’s that way”.
I’m surrounded by Puget Sound. I can point any direction and there’ll be ocean that way. Sort of.
Are you aware of the cardinal directions at all times?
No, but I could make a guess as where to find a Bishop, if that helps. 
Just look under the nearest mitre. Easy Peasy!
Today I went out for a walk in an unfamiliar neighborhood. At all times I had a pretty good idea where I was and where I was going relative to my starting point (how far and in what direction)—maybe not perfect, but certainly good enough to get me back to where I started. But at no time did I have any clue which compass direction I was headed or my starting point was at. (So, maybe sort of like having a good sense of relative pitch but not absolute pitch in music?)
I’m also in Montreal. I generally know Montreal directions, but I’m not as good with actual directions the rest of the world uses while I’m in Montreal.
I’m pretty good with them, probably within 20 degrees. I can always check the Sun, especially in mornings and afternoons.
One time a few of us were going to a music festival in NYC. We were walking to our AirBnB.
Me: isn’t this place to the west?
Them: yep
Me: why is the sun setting behind us, then?
(This sounds snarky on paper, but we’re pretty good friends, and used to shit-talking.)
I don’t think there’s been a single time in my life when I knew what cardinal direction I was facing. I could probably figure it out if I was like… at the beach, but otherwise it has never been relevant.
I almost always know which direction is North, and when I don’t know, I feel vaguely unsettled. The most common time for this happening is when I go to the multiplex theater, and wind around inside to get to the correct theater, go in and find my way in the dark, watch a movie that has lots of action, and then at the end go out into the hall…and catch myself wondering which direction is NSEW. But if I orient myself by remembering which direction I turned from the hall to get into my particular theater, it all comes back, and I know N from S,E, and W.
Somehow the visual experiences encountered seem to have temporarily “reset” my normal ability to know which way is North. Strange, but that is what I experience.
I pretty much have been able to tell directions for as long as I can remember. I don’t have to work at it…I just know. I can’t explain it.
My experience is similar to sunstones. Pretty much always know where the cardinal directions are. Don’t need to consciously think about it. (do have trouble with right and left instead). In my case it is related to being able to see the sun and stars. Have had several experiences coming out of subway stations after being underground for long periods and being confused for a minute or two “why is the sun over there?”