It might be a cliche from Westerns but it seems like everyone always knew "the way" to go between two cities that were hundreds of miles apart. At distances like that, even taking a few degrees wrong on a compass heading and you can miss a city like that completely.
I mean let's assume you miss a city in a case like that and you are now 30 miles east of where you need to be, how would you know this if you have never been to the area?
This was easier than you might think. Trails were usually clearly marked by the passage of many, so that trodden grass or the ruts of wagon wheels in desert pavement marked the way. The first wagon trains across the Great American Desert followed guidebooks, which were more or less helpful. Sometimes, these led to disaster - as in the infamous Hasting Cuttoff that Lansford Hastings proposed as a shortcut, misdirecting the Donner Party in the 1846 and costing them a precious few days that resulted in their being caught by deep winter snows in the Sierra. But these routes were quickly understood and marked, so that these sorts of things didn't normally happen. Much of the West consisted of scattered settlements with large amounts of expanse, but the coming and going made it relatively easy to follow the way - and not get lost.
In the late 1980s, I accompanied some BLM officials to the Perrin Flat in Nevada to see if insufficient cultural remains remained from the California trail to justify its being used for salt mining (it's a playa flat with sand dunes on either side. Trail buffs had picked over the artifacts for decades, and many assumed there was nothing left. But the winter had churned the playa, and the entire trail was scattered with artifacts that had welled to the surface. More importantly, it was possible to see the wagon ruts as the trail emerged from the playa and cut into the sand dune, so even after 120+ years, it was possible to follow the trail.