If you're ever lost in the outdoors, your main thought should be survival - literally S.U.R.V.I.A.L. The U.S. Army Survival Manual provides this list for you to keep in mind if the worst should happen to you.

S - Size up your situation U - Use all your senses
R - Remember where you are
V - Vanquish fear and panic
I - Improvise
V - Value living
A - Act like the natives
L - Live by your wits

Your mental attitude is often more important to your survival than the materials you may have on hand.