What immediate action should you take when your aircraft's heading indicator fails?

When the aircraft's heading indicator fails, utilizing the magnetic compass is the immediate and most practical action to take. The magnetic compass provides essential directional information that can help maintain situational awareness and navigate effectively during flight. While visual references and autopilot may be tempting options, they do not address the need for accurate navigation data in the absence of the heading indicator.

Visual references can be limited, especially in low-visibility conditions or during IFR flight, making them unreliable for navigation. Relying solely on the autopilot also does not offer a solution to the loss of the heading indicator's function, as it may still depend on heading data. Additionally, landing the aircraft, while a safety consideration if circumstances dictate, is not an immediate response to a heading indicator failure and may not be necessary if the pilot can effectively use the compass for navigation. Therefore, using the magnetic compass is the most direct method to regain the necessary navigational control when faced with the failure of the heading indicator.