NAV DEV DURING DEP.

Narrative

FLT FROM ALO TO FSD RECEIVED DEP CLRNC ON GND WITH NO INITIAL HDG AFTER TKOF. (USUALLY ISSUED WHEN CLRED FOR TKOF.) I TOOK OFF RWY 18 BUT DIDN'T RECEIVE AN INITIAL HDG. I CLBED ON RWY HDG AND TURNED ON COURSE FOR FSD (ABOUT 280 DEG). AFTER A FEW MINUTES ALO DEP WANTED TO KNOW WHO HAD AUTH ME TO TURN FROM MY ASSIGNED HDG OF 200 DEGS. I REPLIED THAT I HADN'T RECEIVED A HDG ASSIGNMENT OF 200 DEGS. THERE WAS NO TFC CONFLICT THAT I KNOW OF. I BELIEVE I WAS THE CAUSE OF THE PROB BY NOT REQUESTING AN INITIAL HDG AND BY TURNING ON COURSE WITHOUT A CLRNC TO DO SO. I AM NORMALLY VERY ATTENTIVE TO THESE DETAILS. I DON'T KNOW WHAT CAUSED ME TO MAKE SUCH A BLUNDER. I SUSPECT THAT LACK OF SLEEP OVER THE LAST SEVERAL DAYS HAD A LOT TO DO WITH MY INATTN AND NOT FOLLOWING PROPER PROCS. I HAD BEEN FORGETTING LITTLE THINGS THROUGHOUT THE DAY. THIS FORGETFULNESS APPARENTLY CREPT INTO THE COCKPIT. THE OBVIOUS WAY TO PREVENT THIS IN THE FUTURE IS TO GET A GOOD NIGHT'S REST BEFORE A FLT. IN ADDITION; I NEED TO ASK ABOUT THE INITIAL HDG BEFORE MY TKOF ROLL IF NOT RECEIVED PRIOR TO THAT TIME.