Yeah, it might be nice to have something to help know if you're way off track.
I made it for a game jam, and it does just rely on your going in the right direction, often for several minutes at a time!
I did like the idea, however, that if you get lost at sea, you feel hopelessly lost! As it would feel super stranded out in the ocean.
But the fact is, it's not necessarily that fun in a game if you've been playing for 20 minutes and you maybe drifted off course in the last section!
I'd really like to come back to this game concept some time, and make something a bit more contextual, with a few islands to go to, and perhaps a rough paper map you can pull out, and you go between the islands, trading, or something.
I like the idea of procedurally generated islands, and you go around, mapping them onto your map, and then perhaps trading stuff between the towns, maybe growing things, or buildings things! I dunno yet, really. :)