Heading south for the winter?

In the fall and winter, how do birds know which direction is south? If I were a bird, I wouldn't get anywhere...

I'd probably get all excited about going south for the winter, jump out of my little nest, and start on my way. Except I would be flying west, not south. Once I hit Nebraska, I'd probably start realizing my error and turn myself around, facing east. I'd fly back over Iowa, Illinois, and Indiana, but continue through Ohio. Somewhere at the Pennsylvania border, I'd see I am still not ending up in the sunny South. At this point, I'd park my little wings in the nook of a gas station roof, and, frustrated, cry out to God, pleading with Him to get me where I need to be. (Any of my family members can attest to my lack of direction, as well as following directions.)

Here's the problem. I am not a bird. And I do not know where I need to be. There is no map. Not definite. Not tangible. Certainly not obvious to me. How do I know what's what? And what gas station can I stop at?