I haven't come across this saying either, but all the answers provided so far seem to stress the "negative aspect" of not being in control.
This is based on the interpretation as "anywhere (you don't want to be at)" of the word "irgendwo".
It of course depends on the context, but I'd like to offer another take on that phrase.
When I read the sentence, I first thought of the futility of trying to be in control all the time, which is why I suggest:
"Try to not to steer, and you'll eventually end up in the right place."
Which just takes a different approach on "irgendwo".
My translation of "Wer nicht lenkt" into a suggestive "Try not to steer" keeps the proverbial character of the sentence intact, as e.g. in the saying "Wer nicht wagt, der nicht gewinnt", "You have to take a risk sometimes, or you'll never achieve anything"