This isn't just sat-nav; I think the same thing applies to public transport, particularly in London. The tube map isn't a very accurate model of reality, and I've often been surprised to realise how close together some places are, e.g. it's easier to walk than to follow JourneyPlanner's advice of catching a bus. Now that I'm doing more cycling, that's helping me to expand my "mental map", and it's always nice when I can join two existing areas together.
When I was little, I had a jigsaw of all the English counties. In a normal jigsaw, the pieces are all basically square, but they have bits sticking out or holes on the sides so that you can join them together. This one was a bit different, since each piece was the correct shape/size for the county, and there was a special board to assemble the map. The pieces were quite thick (at least 5mm), so there was a recess in the board to represent England, and you could only fit all the pieces in if they were in the right places. Nowadays, I have to admit that my geography can be a bit hazy, so I'd quite like to try that again; it might also be useful to have more local versions, such as the boroughs of London (e.g. Brent, Tower Hamlets) or towns in a particular area (e.g. Bromley, Carshalton).
I can't find any suitable physical objects online, but the Ordnance Survey have some jigsaw games on their website:
Trying the England jigsaw on easy mode, it took me 549 seconds to put 26 counties into the appropriate positions. (I also had to cheat a bit, by using Google Maps to work out where Leicestershire is.) I found some counties a lot easier than others, e.g. I know where Cornwall is so I didn't have to rely on the shape. Anyway, I'll keep practising.