Yes, but that's the best way to discover London, too. And...it's easy to find your way back. Just ask somebody. You'll get all the help you need. Enjoy getting lost!
It is quite easy to get lost down some of the side streets. Although, it's easy to find your way to a main road, and in central London you'll soon find a tube station.
Get on to your favourite map site and look at the route you need to walk. It's always worth memorising or writing down the nearest tube station to your hotel, too.