Re-Calibrate Android Compass
As long as your phone is aligning you on the maps with the right direction, it should be fine. I've noticed that the wizard coms up automatically once in awhile, (roughly more like once a week) on my 6P. You could try clearing the cache on the maps, but this is not a sure shot way for the wizard to show up.

Issue resolved by following google recommendation after opening the app (wizard popup was not mandatory)