With no roads in Western Mongolia, it's pretty easy to get lost. While participating in the Mongol Rally (driving from London to Mongolia), we were challenged in many ways. However in Mongolia our challenge was directions!
With a map of the country and a compass we set course towards Ulanbaatar, but we took every opportunity to stop and ask for directions which consisted of a local pointing a direction on the horizon and us pointing the car that way.
If you decide to do this ultimate Mongolian road trip and drive yourself across the country, then don't be afraid to ask for directions. Locals (and horses) will be more than happy to help!