If you have more than one ship in your fleet, first try changing your flag to the largest ship and turning opposite the "swing" in an effort to hold it perpendicular to the coast in the hope of breaking free.
If you are really stuck and it won't turn you loose, load the most recent auto-save (e.g. your last arrival or battle).
Stuck how? Like caught between shore and a sand bar, and it's just bouncing back and forth between them? (This seems to happen a lot so I'm just guessing)
If that's the case, what helps is if you activate the Spy Glass (right click). This slows down time and makes navigating easier.
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