Well it will certainly help! To get an idea of the general geography of The Land (as MUD's domain is called), go to the study in the cottage. There, you will quite often find a map. Read it, and see if you can reproduce it yourself. This will give some indication of where the main areas of the game are situated, at least for the rooms above ground.
To get an impression of what the particular room you're in looks like, you can either read the room description (which will tell you where the main exits are situated), or use a "mapping" command. There are two of these, EXITS (or just X) and MAP. X provides you with a list of all the exits from a room, and where they lead to (assuming you can see in there). The MAP command gives a visual representation, which is handy if you're looking for a particular kind of room, or want to know what is blocking your way in a particular direction (eg. door or wall). To find out what the symbols on the MAP command mean, there's a KEY command that explains them. You can AUTO MAP to get a map every time you move; likewise AUTO X. Use UNAUTO MAP or UNAUTO X to stop it.
You should certainly make a map, it will make things far easier to find in the long run. Ideally, log all your screen output to a disc somewhere, and explore The Land with gay abandon. Then take time to make a map later, "off-line" when you're not playing.