You wake up naked.
There are sand dunes for as far as you can see.
The sun is overhead and already starting to burn you.
...
What's your next move?
And with the displaced sand, make a small mound to check the movement of the Sun.
turn to the left and walk to the nudist resort beach bar order a pinacolada and start chatting the young beautifull naked waitress!
grab some carboard, and carve the scorching dunes up
make a cardboard teepee with the left overs
Or put the car aircon on, as I certainly didn't walk out there
The only way that could happen , is if I got more than blind on the piss, 
so grab the bottle and keep drinkin, It must be close!!
Aliens????? ...... geez Fly , my answer is to have a long drag on the joint you might have been chuffing my dear friend!
I read there supposed to be water under a lot of desert, and from the winds, stars and the Sun movement you can calculate where the fark to go.
You've got no clothes, so you can walk during the day.
How long is the longest expanse of sand before a tree, or shrub?
What reptiles, insects animals are there?
Or are you gona give up and try and make it quick?
Not really a question that can be answered with the info you gave.
I read there supposed to be water under a lot of desert,
Yep there is but depends on the desert and terrain.
and from the winds, stars and the Sun movement you can calculate where the fark to go.
I think sailors in the old days tried this and it seemed to work ok,still in use today.
You've got no clothes, so you can walk during the day
Bloody cold at night,naked in the desert to.
How long is the longest expanse of sand before a tree, or shrub?
How long is a piece of string?,again depends on what dessert you mean.
What reptiles, insects animals are there?
depends on what dessert you mean.
Or are you gona give up and try and make it quick?
Based on the question there is nothing around to try and make it quick,
Best i could think of was .....
beat myself over the head or choke myself with my ?????
Sleep in the shade of a dune, swap sides at midday, pick a direction and start walking at sunset. Repeat process (walking in the same direction) until
a: dead
b: find civilisation
c: Come across Gypsydrifter's step sister
look it happened over a year a go, i'm not proud of it but it
is what it is,if it wasn't for them probes i'd be able to sit down
properly and would of forgot about it by now.
what else was i supposed to do to pay the somali pirates ransom
with no money or clothes.....
You said you wouldn't say anything ,its all in confidence you said,
no one will ever know you said ,just you, me ooohh and of course
the aliens 
Walk to the top of the highest dune - depending on where you are, you should see some form of vegetation - then check the sky for cloud formations in the distance (possible area of evaporative vegetation or ground).
Locate a target - if there is some debris - make a large sign & arrow on the sand pointing toward the direction you're heading (for aerial rescuers) & start walking toward it making sure that the sun stays on the same side of your body. The fact that the sun is "overhead" means it's around midday, so you've got possibly 5-8hrs of daylight left. Try to find some form of coverage for your head before you get too far, and (sorry, but...) don't waste your urine
.
Every couple of hours, re-check the sun in relation to your target. As the sun gets low, try to find shelter/firewood (or something that burns)...etc...etc...until rescued, or find water/vegetation/shelter, if so, re-hydrate, rest & work on distress signal fire...etc...etc...if no chance of water/vegetation/shelter/rescue after (insert amount of days depending on weather/heat), then...
...you will surely die, but not without giving survival your best shot.
. 
get your jerk on...
Nobody around,
Get your jerk on again,
repeat
repeat
Until you pass out and die
Winning.... and no walking!
