It will be easier for you if you ask what do we use "se" in that sentence that what does it mean. In verbs like perder/ perderse, dormir/dormirse, comer/comerse... "Se" in itself doesn't have a meaning, you can think of it as part of the verb. These are called verbos pronominales. In the sentence you wrote perderse is "verbo pronominal reflexivo": "Seguro que (ellos) se pierden (a sí mismos)". = I'm sure they will get themselfes lost.