NavList:

The concept of directions that are not in relation to specific local geography seems pretty useful and using celestial bodies are really the only thing that makes any sense as everything else is either too abstract to be useful, or is local. The Sun is the obvious one because of its overwhelming importance to your life as an early human (or current Human of course). People would have probably developed a concept of east and west first from where the sun rises and where the sun sets. North and/or south would come out of the only other obvious directionally stable behaviour (noon). Other sets might have developed as well, but this articular set seems so much more obvious and useful that it probably arose most often and overtook any others that might of existed.