OKay, not a needle, I saw the movie "the edge" and they used a paperclip to make a crude compass and still got lost.

my first thing would be a first aid kit and the knowedge of how to assess render first aid, second thing would be a shovel, the dang thing can be used for so many different things and can get you out of so much trouble, third thing would be a flare, just think about it, fire, warmth, signal, eating yore buddy (only if not rescued, in a timely fashion)

edited for backwards spelling assess

At least one friend in/on their own mode of transportation. Never dune alone.
Second a cell phone and charger that works on whatever you are in/on. Some OHV do not have a traditional cigarette lighter.
Third a GPS again with charger or extra batteries.

This was like 15 years ago, I used to go to the dunes with some people that drank a lot of alcohol. Before I would go to bed, I would do something to their quads so that they would not start. At least now my old friends are still here and in one piece. At that time I thought it was funny, now when I look back on it, it is not funny. Back then we had no GPS, now I will not leave camp without GPS, a charged cell phone, a pocket full of batteries and enough tools to almost rebuild anything out there. If you have GPS, know how to use it and be able to put in coordinates.