Before going walking on your own, you should learn to read a map. Most walk leaders will be prepared to help you with this skill. It is worth trying to follow a walk on your map, cross checking with the leader every so often. You should learn what the symbols mean on your map - there will be a key which explains what they mean.
You can imagine a map as a scaled down bird's-eye view of the terrain. Most maps used by walkers are 1:25000 which means 1cm on the map represents 250m on the ground (2.5 inches represents 1 mile). Try lining up your map with features that you can see. Check with a friend to see if they agree with you.
The following features can be useful to determine your location but you need to be aware that they may have changed: