If a user is navigating through a set of pages on your site, they should have access to information allowing them to orient themselves (locate where they are within that set of pages). Let's imagine, for example, that you've settled on a suitable yacht and are now unsure what to do with the rest of the money you earned in the cheese competition. As it turns out, you need a new computer monitor, so you go to Best Buy's website and start clicking through their pages in order to find the best one for you.
As you navigate to each successive page, a breadcrumb trail of links appears at the top of the screen, allowing you to quickly reference where you are on the site and, if you'd like, navigate back to a previous page. This would prove helpful to users experiencing attention or short-term memory limitations, who may have a hard time following a number of navigational steps without such a reference.
A breadcrumb trail isn't the only option available to you. Feel free to use your imagination to come up with other means of letting users know where they are on your site.
Let's take a look at UCLA's faculty page for their history department.
The banner at the top of the page identifies the division and department we're currently looking at. In addition, the links for "People" and "Faculty" located at the top and sidebar menus, respectively, are highlighted. While there isn't a record of the linear path we took to get to this page like there would be with a breadcrumb trail, enough contextual information is readily available for the user to identify where they are.