The Compass
Stolen from Aku's lair, the compass is exactly what Jack used to find Aku's palace before his final battle with him. The golden compass was given to Chiyoshi, the spirit of the mystic well. Athena gave the compass to Chiyoshi because she believed her intentions for finding Jack were the purest of reasons. In order for the compass to point towards Aku's lair, four mystical stones must be found and placed in the indentations underneath the compass. Knowing that his compass was stolen, Aku proceeded to order his minions to guard the locations of the stones. In actuality, Aku does not believe anyone will be able to find the stones, but he feels it is necessary to place precautions.

The Mystical Stones
Scattered in various locations, these stones are the only way the compass will lead people to Aku's lair. In reality, Athena stole the compass with the stones intact, but scattered them herself. She did so because in order to summon Samurai Jack, a righteous warrior must summon him, and in order to become a righteous warrior, a journey is needed.
North (Europe):
East (Asia):
South (Africa):
West (America):