Can passengers tell (without GPS etc.) where the aircraft is heading to?
can a passenger really notice where the aircraft is heading to?


A wide variety of observable phenomena and general attentiveness can lead to an approximate understanding of which direction the aircraft is heading in.

Passengers can rely on visibly observed phenomena such as stars, moon, sun, ground topology, or major landmarks (interstates, cities, facilities etc.). General familiarity with flight routes and runways, coupled with attentiveness to significant changes in roll, pitch, and yaw can bolster an understanding of the flight's direction. 

Items such as a compass (built into Casio calculator watches?) could also be used to get an approximation of direction. They may be affected by other instrumentation and mechanical features along with being really cheap.

Some passengers will be able to note which runway they took off from and a divergence from a typical path. While still ascending they can more easily notice landmarks that are likely familiar, and recognize that no significant change in direction has happened since orienting themselves.

It's possible too that cognitive bias may be another explanation. The media, and documentaries like this, seem to embrace an event as predictive or accurate despite a long history of inaccuracy or patterned behavior. That passenger who makes 98% incorrect assertions of plane direction is only recorded or listened to after the fact and appears to be 100% accurate in their vastly under sampled assertion set. How does it go? A broken clock is right twice a day?

Also, thanks to all the comments, tried to cover most of those notes/ideas here.