You may need to recalibrate the compass. See below for a quick video on how to do this. If this doesn't solve the problem, just let us know what the actual error message about the compass says.
Um, I believe the Lumia 625 does not have a built-in compass.
Which is why when using HERE Drive it takes a minute or two for the GPS/GLONASS to kick in to provide a proper directional reading. When at a standstill the 625 wouldn't know North from South.
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