Prepare for the Worst

Include Extra Food
When you pack, also add some emergency food that you'll only eat if you really need too - preferably small snacks with lots of proteins and calories. Sports energy bars are a good choice.

Extra Clothing
Bring plenty of extra clothing along with you. A few sweaters or jackets are good for keeping warm at night. Waterproof clothing is a must, too.

Basic Wilderness Kit
Include a compass and, if you can find one, a map of where you will be camping/hiking/etc. These two tools are invaluable for finding your way out of a dangerous situation - being lost in a forest, for example.

Matches are an essential, as fire can protect you from predators and the cold, as well as offering a possible way for you to be spotted. Flashlights can also help a great deal - make sure to bring spare batteries as well.

A pocket knife or a utility tool can be very handy for cutting, building, repairing, and more. If you do ever get lost in the wild, it's amazingly useful.

A first aid kit is essential. It should include disinfectants, bandages, some aspirin, scissors, and tweezers.

General Survival Skills
Building a Fire
Being able to create a fire is an essential ability that can save your life. Make sure you have lots of tinder and larger logs readily at hand to feed your fire.

The most common way of lighting a fire is to use matches that you have brought with you to light a pile of tinder. Matches can be made fireproof by dipping them in nail polish. Matches should always be kept away from water and so they do not strike each other. The friction from a lighter, with or without fluid, can also be used to create sparks.
Tinder: The best tinder is made from small twigs broken to at least half the size of your pinky finger, or birch bark shavings. Leaves, although they may seem to be good, actually are very bad for kindling. You should avoid using them as they simple create a lot of smoke.)

If you don't have any matches, you could try using the old fashioned flint and steel method. Strike some flint against steel to create sparks and try to light your tinder.

Magnifying glasses can be used if you can angle the sun onto the fire for long enough.
Building a Shelter
A shelter is very important for survival. If you are lost in a forest, your shelter can be a simple lean-to - just find some logs and large sticks and place them against a tree. Use leaves to cover the gaps between the wood and for insulation.

Natural caves can be used if found, but you should make sure they are not the homes of a wild animal. A fire should be built and maintained to keep animals out of the cave.

A wigwam can be made by getting three long, sturdy sticks and tying them together at the top. Place them upright and then, when you have made sure they are firmly stable, fill in the gaps with leaves, other sticks, and other such things.

Navigation
The best method of finding your way out of a tough situation is with a map and a compass. If you have those and you have an idea of where you are, then you can most likely find a way out quickly.
If you did not bring a compass, simply find north by looking at Polaris. 
It is right near the Big Dipper.
If you find a river, you can follow it downstream and most likely make your way to a village or a road. Remember to leave marks while you scout so that you can return to your shelter at nightfall. Visual cues like a large pile of sticks or a boulder can help you create a map in your head.
Finding Food
You should attempt to draw resources from the environment before resorting to your emergency supplies, but always remember: only eat something from the wild if you can 100% identify it as safe. Accidental poisoning is not fun when you're trying to survive in the wilderness. Generally, you should always avoid red berries and many varieties of mushrooms which are often deadly. Furred animals and grass seeds are an edible alternative.
- Avoid anything that smells like almonds, as this is a common sign of cyanide components in a plant
- If in doubt, always apply these following steps (The Universal Edibility Test):

The following are signs of potentially poisonous plants:
- Milky or discolored sap.
- Beans, bulbs, or seeds inside pods.
- Bitter or soapy taste.
- Spines, fine hairs, or thorns.
- Dill, carrot, parsnip, or parsley-like foliage.
- "Almond" scent in woody parts and leaves.
- Grain heads with pink, purplish, or black spurs.
- Three-leaved growth pattern.