General Guidance:
* Direct
* Lead
* Show the way
* Instruct
* Counsel
* Advise
* Mentor
* Teach
* Orient
Specific to a particular field or activity:
* Pilot (aviation)
* Shepherd (herding)
* Conductor (music)
* Curator (museum)
* Tour guide (tourism)
Informal Language:
* Point the way
* Show the ropes
* Walk someone through something
More specific synonyms:
* Accompany (to go with someone)
* Escort (to accompany someone for protection)
* Pilot (to control a vehicle, especially an aircraft)
* Navigate (to find the way through)
* Supervise (to oversee a process)
The best synonym to use will depend on the specific context and the nuance you want to convey.