Even those of us who rarely make mistakes [the best of us] must sometimes admit we have made one.

The best of us refers to the members of a group who excel in some way that is pertinent to the group's identity, focus, or sense of purpose and duty. The group can be a small one or it can include everybody.

Every runner on their team runs a four-minute mile. Even the best of us cannot do it in less than 4 minutes 15 seconds.

We have all been climbing high mountains for many years, but even the best of us need to use bottled oxygen near the summit.

We all seek to remain civil when discussing important matters with others who do not share our opinions, but even the best of us sometimes lose control and say things we later regret.

As @EllieK said, the sentence means that

1. I turned into Grand Central from Vanderbilt Avenue,
2. I went down the steps to the first level,
3. I walked down another flight to the second level,
4. I ducked into an arched doorway, and
5. I got lost.

(Of course the first item on the list means that he entered the station, not that he became the station.)

The speaker does not mean that finding his way is easy to do. On the contrary, he means that getting lost is easy, because there are lots of doorways and stairs and corridors.