To get lost is to learn the way.

In an attempt to get to a certain destination, you may get lost. Getting lost is missing the way to your destination.

And you only get lost when you do not know the way or you do not really know the way as you thought.

Getting lost leaves you with no other option than to learn the way to your destination well. And once you have learned the way well, you will never miss it again.

The proverb means that getting lost is not bad in itself because getting lost reminds, leads, and impresses on you the more to learn the way for yourself.

When you are always guided by others, how do you find the way when they are not there for you anymore. Hence the need to attempt finding the way yourself.