Be sure that it's the red part of the needle that's pointing at the direction you want to go.
From your starting point, you need to go west. So check your compass and make sure the red needle is pointing at W, then follow these directions:
Go - W W W N N E E N N N. (The third gorgon will be on your back right).
From facing north as above - follow the direction stated by the peacock column arrows or the direction of the gorgon heads on columns seen at each stop point.
Go - W N E N W W.