A GPS receiver provides you with your location, distance/directions, routes and tracking. Tracking means that the GPS unit will provide you with a breadcrumb trail, in case you need to retrace your steps. You'll likely need to initialize and configure your GPS device before you can use it. This means acquiring a signal from the satellites. If your signal is weak or the system can't find enough satellites, then you shouldn't rely on the device for directions. A clear sky with few obstacles between you and it is the best for a strong signal. This may be difficult if you're under heavy forest canopy.
Program your GPS device using coordinates from your map. Set waypoints along the way -- starting with where you parked your car and ending with your campsite. These waypoints will build your route. You can learn how to do this by reading the instruction manual that came with the device. Obviously, you'll also need to know how to read a map. Practice at home before taking your GPS device out into unfamiliar terrain. Your local outdoor supply store may offer helpful courses on how to use a GPS device, as well as basic navigational skills.
It's important to remember that a GPS unit doesn't replace a map and compass. A compass won't run out of batteries, and a map will never lose its signal. Think of your GPS unit as a companion to your compass and map. And remember, the unit is only as good as the map you use along with it. Experts agree the best maps to use are the USGS Topographic Maps, which are accurate and frequently updated. Your GPS unit should also have an electronic compass.
But we still haven't answered the question: Which is the better navigational device -- compass or GPS?