To dream that you are lost suggests that you have lost your direction in life or that you have lost sight of your goals. You may be feeling worried and insecure about the path you are taking in life. If you try to call for help, then it means that you are trying to reach out for support. You are looking for someone to lean on. Alternatively, being lost means that you are still adjusting to a new situation in which the rules and conditions are ever changing.
To dream that someone else is lost represents some unresolved issues or feelings pertaining to the person that is lost. Consider what aspect of that person you may have lost within your own self. Perhaps you need to recapture and re-acknowledge those aspects.