Step 1: Don't get lost in the woods in the first place.
Advice: Stick with your party. Stick to known trails. Have a GPS device that will work in the place you are visiting. Look for landmarks to guide you back to safety before you skip lightly through the woods without a care. And so forth.
loud whistle with him or her. Adults really ought to carry one, too, on all hikes.
Somewhere in the bag have a print out of the following:
DON'T PANIC!In short, be prepared before you even go to the woods.
If Step 1 hasn't worked out for you, here are some other steps:
DON'T PANIC!Panic can kill you dead, because you will do stupid things in a hurry. Being lost, stupid and in a hurry constitutes a bad thing.
Step 3: STOP!
S = sit downIf you think about it, you are probably not all that far from where you last knew where you were.
T = think
O = observe your surroundings
P = prepare for survival by gathering materials
Let's suppose you wandered off for an hour without paying any attention to where you where headed. At a good march pace (1 mile every 15 minutes), you are most likely within 4 miles of where you started.
If you just sit down right where you are, you just (1) made your life easier and (2) the job of any search and rescue teams (SAR team) much, much simpler. Why? Well, if you aren't thrashing through the woods in a panic, you are conserving energy which is key to survival. Further, you aren't working up a thirst or burning calories that don't need to be expended.
As far as a SAR team goes, if they know where you were last seen, they are going to draw a circle around that point and calculate a radius based on how far you could have traveled in the period since you went missing. Now, circle with a radius of 4 miles still has an area of 50 square miles (A = π × r2) ), but a good SAR team will know that some areas are less likely to be an issue than others and will concentrate on the more likely areas). If you keep moving instead of just stopping in place, you only make the search area much bigger (an additional mile beyond 4 would now make that SAR circle bigger (5 mile radius = 78 sq. miles, 6 mile radius = 113 sq. miles, etc)). So staying in one spot is a really, really good idea.
"Think" - right up there with "Don't Panic!" - make plans for what happens next where you are. What will you do if it gets dark? If it gets colder? If it starts to rain/snow/sleet? Mark the place where you are so that you can find it again and then do a small search of the area. Is there a tree or overhang that will offer shelter from the weather? Can you improvise something like this debris shelter (from FM 21-76 U.S. Army Survival Manual ):
"Observe" - Can you see the sun? It rises in the East and sets in the West so you ought to be able to
"Prepare" - Covered some of this already. Gather sticks and branches and make a shelter. Retaining body heat is vital, so gather things to put between you and the ground - pine straw or the like. Have stuff to cover yourself. Is there water nearby? Do you have a way to carry it? Be aware that even running water can have bad stuff in it, so you might want to find a way to filter and purify that water.
On wet or marshy ground, you may need to work on a variation of this swamp bed (handy thing that Army Survival Manual):
Step 4: Make noise! Bang things together - make a ruckus at irregular intervals. It scares away animals and may help searchers find you. Shouting is hard on you so that may not be the best thing. If you can whistle loudly, that's great.
Step 5: Put out markers that will be visible from the air. Piling of stones in a triangle or even spelling out "Help" in pine cones in a clearing with an arrow to your location is a great idea.
Life gets a little easier if you have some way to start a fire. First, the smoke from a fire really helps any SAR effort. Second, it can help keep you warm and scare animal away. A couple of small fires on either side of you is better than 1 big fire for keeping warm and stops that freezing on one side roasting on the other effect.
Some old advice from the Forest Service:
"A CLEAR HEAD WILL FIND ITSELF"
Gotta like that.
UPDATE: A great old book on Shelters,
Shacks, and Shanties from 1916. Still some good ideas.
UPDATE2: Excellent shelter ideas and photos at Tim MacWelch's Outdoor Life's Survival Shelters: 15 Best Designs and How to Build Them