How does sat nav know which way I'm facing?

Sat nav takes highly accurate measurements of the time taken for signals to reach it from several GPS satellites. From these, it can determine the relative distances of the satellites and hence triangulate your exact position on the surface of the Earth. As you move, your sat nav determines direction by extrapolating from your recent known movements. If you're standing still, it relies on what it already knows from your movements just before you stopped.