I'm sure coordinates are coming. They'll add them to maps (like the consoles), have a small icon you can toggle the display of coordinates on/off with, or "some cool way" we haven't thought of. We may even be able to mark/notate places on a map. Who knows? Patience.
Until then you could do what I do: When you're somewhere that you want to remember (like at the mouth of a cave persay) just take a screenshot (WIN key + PrtScn|SysRq) and rename the file to what it is that you want to remember, then you can Alt + Tab to get back to where you were... It's not as cool as having a build in system, but it's working for me until something better comes along.
Getting your coordinates is just a matter of entering the command /tp ~ ~ ~ to teleport you to where you already are. There is also an add-on available that continuously displays "cordinates" (misspelled) available from MCPEDL, although it doesn't update as you walk, only when something updates your HUD. But you can get it to update just by selecting a different item in your hot bar. I have it installed globally.