No one is really "lost"!!
This topic came from a verse and 2 of Prabhupada's purports in the Shrimad Bhagavatam 3rd Canto, chapter 27, texts 15 and 16.
"The living entity can vividly feel his existence as the seer, but because of the disappearance of the ego during the state of deep sleep, he falsely takes himself to be lost, like a man who has lost his fortune and feels distressed, thinking of himself to be lost."
In his explanation Prabhupada states that thinking we are lost comes from ignorance of our spiritual identity and identifying with our material situation. It is like a person who loses his money but feels himself lost (he still remains but so identifies with the money as himself that he feels overwhelmed and lost).
I find it interesting in thinking about this point that it is often our feeling of being lost in the material world that leads us to search out Krishna.
I remember the feeling of aloneness I used to feel before I was a devotee and began my spiritual quest. After high school I had an important relationship that was to propel me out of my home, out of the normal educational and occupational tract, (and out of my mind!!) to be conscious for the first time of the missing spiritual dimension of my life. The world seemed very big, dark and impersonal. I gradually felt very alone and yes, lost. There seemed no meaning, a pointless existence.
I relate to the Christian song about how "I was once lost but now am found". If in our material life we believe everything is fine and we are happy then there will be no impetus for our taking up a spiritual path. We may be officially "religious", but only---at best---as a pious person with no burning desire for transcendence, or to understand ourself as more than a material body, or God as more than our "order-supplier". If we really believe in God, it will be in some distant way, and not as the center and purpose of our life.
A devotee is a person painfully aware of the suffering of life, who seeks a spiritual solution, and is attracted to the idea of serving Krishna when they hear about it. Devotees are thoughtful persons who have important questions that can only be answered in the Bhakti literature. This means that awakening devotees have a background in Bhakti from previously lives that gives them a psychology which naturally attracts them to Krishna. (see Bhagavad-gita 6th chapter vs 37-45). Such upcoming devotees just have to be in the right environment to again take up devotional service. It is like a seed in winter that is just waiting for the corrrect conditions in spring to grow and share its' special gift to the world.
So feeling lost is a case of mistaken identity, yet that feeling can lead a forgetful devotee to again take up their devotional practices and never feel lost or alone again. I can't say that I "see" Krishna or remember him at every moment, yet I can say that I never feel alone and I have a deep conviction for the spiritual direction of my life. I am generally optimistic about my progressive path to Krishna, and I seek out advanced devotees who have a mature, positive and deep understanding of KC.
If we are feeling lost in our life then we have to find our home. When we have found the path to our real home and eagerly walk it our life changes. ("As they surrender unto me I reward them accordingly." BG 4.11) We will find much support from others also walking on that path.
Association of devotees is meant to help us climb the mountains, ford the rivers, and even the deserts on our progressive, yet often zig-zag path back to the Lord of our hearts, Shri Krishna and his associates---out eternal family, our eternal home. We will come to know that on the path to Krishna we are never lost, but have found the way to nurture out heart and the hankering of our soul.