The first step to creating a route with a handheld GPS device is pinpointing your current location. The device does this by way of trilateration, locking into at least three different satellite signals to pinpoint your exact location. There's a network of 24 satellites that orbit the Earth twice a day, sending signals back to us, where they can be picked up by GPS devices. Your handheld receiver does this by calculating the difference in the time that a particular satellite sends a signal and the time that you pick it up. Once you have three of these calculations, your device triangulates your position within about 50 feet (15 meters).
Using a map that you have loaded on your handheld device, you can pick out the coordinates of whatever your destination is and program it as your end point. Now the receiver has your current location, your end point, and ideally can then figure out how to get you from one to the other with the help of the map you have loaded. How you actually program the device varies depending on the manufacturer, but detailed instructions can always be found in the user's manual. Check with the store that sold you the GPS device -- there's a chance they offer free courses on how to operate your receiver.
You can also set waypoints along the way to create a route that you can use later. These are markers that identify a particular spot by its longitudinal and latitudinal coordinates. So if you're camping, you can mark the spot where you parked your car and then at various places along the way until you reach your final destination. Once you get there, you have a route saved for later use. You can label these waypoints with custom names to help you identify them. For instance, you can call one "massive oak tree" if you're near such a thing, or "scenic overlook" if that's an obvious physical marker. Another helpful thing you can do with your handheld GPS device is to set it to track your route as you go. This creates a trail of virtual bread crumbs to ensure that no matter where you go, you'll have a route back out to civilization.