The characters take a recommended short cut or are traveling through uncharted territory. After a while a character will see a notable marking, and point out that they passed one just like it half an hour ago, and an hour before that... When normal people get lost, it tends to be a gradual realization. But having a group suddenly realize they're at a landmark they passed earlier allows one moment of despair at being lost, and quite definitely no closer to their goal. It can also imply that something weird is going on. Examples of Going in Circles include: