I have a Nexus 5X and was a bit in a hurry when I followed the setup steps. There was also a calibrate compass wizard, which I somehow skipped because I wanted to do this later.
However, I've not figured out yet, how to launche the compass calibration wizard again. I found this Stackoverlow article: How can I calibrate the compass on my phone? telling about the general process or this Google article: https://support.google.com/maps/answer/6145351 but I couldn't figure out on how to launch that wizard again.