Since I was the real smart TUAW dude, I told them I could get it going. Nope. Nada. Zero.
After a bit of a search at the Apple web site when I returned home, I found it. You have one more tap to do on the map. When you tap the location icon at the lower left of the map screen a second time, it changes to a new, previously unseen icon. It looks like a little wedge in a circle. When you activate it, you're good to go. Or spin.
I think if I were designing this I would have made it an option on the map to default to direction of travel, or North at the top. Oh well, nobody asked me. Not the most obvious GUI design, but I guess once you know it, you know it. Now you know it too.