Using only a needle and some string, you can still make a compass.
Stroke the needle in one direction with roughly 100 times with a fine cloth (or magnet, if you have one). This will energize the needle.
Tie the piece of string in the middle of the needle so that the needle will lay horizontally.
Dangle the needle until it stops moving. The heavier end of the needle (with the eye) will point to North.
Repeat several times in order to gain confidence in your results