1.  Finding my way around.  I am adept at using the trains, but getting around Sienna on foot, using the buses and actually getting to the train station proved to be difficult.
2.  I was really stressed because I was always in a hurry to be somewhere, but I never knew how to get there, so I was perpetually hurrying to go absolutely nowhere.  It was frustrating.
3.  I have come to realize that nobody here cares if you're late, so I don't really care when I'm lost because nobody else does.
4.  Time.  That and being lost in the same city so many times I started to learn the layout of the city.  As of now, there is nowhere haven't been, so I'm never too worried about finding myself in a strange place.
5.  I don't feel nearly as stressed because it was one of the only things I was every worried about.  Now, when I'm in a strange city, I just relax because I know I'll get where I'm going eventually.  That, and I know no how to ask Italians for directions.
6.  I have learned to take it easy because becoming stressed about a situation does not improve its circumstances.