Instead of wasting your shovel's durability by digging sand or gravel, use torches instead. Break the bottom-most block holding a torch in your hand, then immediately place a torch on the floor of the block. The pillar of sand or gravel will break and fall to the ground. In case the blocks are floating above the torch after you place it, break the block immediately above the torch and you get the drops. Please note that breaking gravel this way will never drop any flint.
Need to know northsoutheastwest? Before setting out on a dangerous journey away from home, hit a block from the side. Don't break it; just view what direction the cracks go. There should be one going almost straight up, one to the right, and one going almost straight down. Now point the mouse downwards and do the same. Circle around until the block is in the same orientation as when you hit one from the side. The "up" crack (almost) points north! Follow that row of chunks to go straight north. When you want to return, hit a block under your feet, identify south, and head home.
Alternatively, you can watch which direction the sun, moon, stars, or clouds are moving: They always move toward the west.
You can also press F3 on Windows to access the debug screen to find out your direction
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