If you get lost and want to let your Chinese friends aware of the situation, you can say '我迷路了' -- wǒ mí lù le
我 (wǒ) means I
迷 (mí) means confusing
路 (lù) means road
了 (le) is a word in Chinese to express things that already happened.
You might want to tell your friends where you are so they can help you, you can say '我在 ( wǒ zài )...' means I am at/in ....