By sharing this to you guys, I just hope Pearl Abyss won't remove this.
Navigating the desert when you're new is quiet a hassle and can get you lost after entering the desert. I've done it and you might have too. You can always buy the compass in the pearl shop or collect the pieces for your own compass; I think it lasts 3 days.
You can have a free compass of your own by having these:
1. Life skill pet
2. Hoe/Pickaxe (must be equipped)
First, you must activate the special skill of your life skill pet, the find resource. Second, a hoe or pickaxe must be equipped. Then you can just let your pet detect any resource and then look at the world map. After your pet finds any resource, just go to the world map and see if there's a light in that desert area.
I hope you guys find this helpful. Use it now before they will get it fixed. :P