The sermon "Feeling Lost" focuses on the danger of unbelief, which leads to both physical and spiritual disorientation. Drawing from Hebrews 3 and Numbers 13, it illustrates how the Israelites' lack of faith kept them from entering the Promised Land. The sermon highlights the importance of trusting in God's guidance and provision, as exemplified by Caleb's faith and courage. It encourages believers to focus on God's promises rather than the obstacles, stressing that faith and reliance on God lead to spiritual victories.