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It means that you are heading in the correct direction, either literally as though you were tracking someone or something down, or figuratively.
The direction you are going in.
SSE
The direction from Chicago, IL to Detroit, MI is 80° compass heading, which is just north of heading east.
A "heading" is the direction a person or vehicle is facing.
they are heading to dallas from L.A
By compass heading
A magnetic compass can measure a boat's heading, or the direction it is moving.A compass
East.
Economically and politically Rwanda has many obstacles to overcome. Solutions are being sought. It is too early to say if these will turn out to be the correct ones.
The convention for naming winds is for the general direction from which they originate, not the direction in which they are heading
A direction or heading 270 deg from north.