etre perdu, s'etre perdu, egarre'

i have the example "nous nous sommes e'gare's" meaning "we're lost."  "se perdre" is "to get lost."  but when i looked at how to say "i'm lost" i saw one example that used "je me suis perdu" while all the others just said "je suis perdu."  when u can't determine where u are in a city, do u say "je suis perdu" or "je me suis perdu"?  Tx