It's not that hard. In a gravity-dominated, rotating frame of reference, one always has two special directions, namely the rotation axis (north-south) and direction towards the mass centre (up-down). The east-west axis for given point (unless these two are the same, which only happens at the poles) can be defined as a direction perpendicular to both, with east heading forward relative to rotation speed.
Earth's orbit, Solar system, and Milky way are all such systems. And there's little chance they get beyond Milky way soon.