I got lost in Venice once when i'd just arrived. It was midnight on a sunday and there weren't many people around as I was trying not to think about the film "Don't look now". It was about then that i realised that although i had what looked like the hotel's address, it wasn't going to be quite that simple to find.
Oh, Venice doesn't count. Getting lost there is an experience in itself... although probably it would have been better not to have it so soon, and presumably tired and hungry.