Another point about the 'Route direct XXXXX' from both sides of the fence.
Remember that most of the traffic we handle is airliners with RNAV capacity and an FMS where you can input any point and they will go there. Whilst GPS is a help in light aircraft, many controllers forget that some do not have it and send you to a reporting point in space which may be out of range of the relevant VOR/DME etc that you are using.
As already said, you can either request to continue on your flight planned route or go to a place you DO recognise or ask for an approximate track. Don't worry about looking an idiot; it is far better than setting off on what you guess will be the right track and then getting a telling off!!
