Suppose you were dropped out in the middle of a field and told the same thing. How would you make sure that you walked a straight line for miles?
It would be very difficult if there were no landmarks of any kind. In fact, there was a study done by researchers* where people were dropped in the middle of nowhere on a cloudy day and told to walk in a straight line. They ended up walking in circles, and even crossed their own paths at several points. There were others who were dropped off on a sunny day with a clear landmark in the distance and told to walk a straight line toward that landmark, They were able to walk almost a straight line toward the landmark.
If we have landmarks in our vision, we are able to walk toward them. If we have nothing to set our sights on, we can wander around aimlessly for a long time.
For spiritual growth, we have been given landmarks by the Lord. He gave The Ten Commandments to the people of ancient days. He gave the Holy Bible for us to use. We have a church with inspired leaders to help guide us. We can ask in prayer for the guidance of the Holy Spirit. We can pray directly to God, our Heavenly Father and close our prayer "in the name of Jesus Christ." We can seek other holy writings. These can be our landmarks to help us walk a straight path.
I testify to you that God lives. His Only Begotten Son, Jesus Christ, is the Savior of us all. He is the light and the way. He is the only way that we can return to our Father's presence in heaven. Whether we believe it, or see it right now, or not, this is fact and we cannot alter that fact no matter what we do. It is our responsibility to follow Him and do those things He has asked of us so that we can eventually become clean enough to enter into His presence. This is more of a reality than what we see around us every day. I promise.
*Sorry I cannot cite the study, but I heard this report from Elder Bednar, a very reliable source.