Good gear can mean the difference between fun and misery.
I explored a 6,000-acre park in Manorville today. It has multiple trails that meander and are largely unmarked -- which means it's very easy to get lost.
What saved me was a small but effective compass I picked up at REI for $20. I got it last year after getting hopelessly lost in unknown woods. There's nothing worse than being fatigued, unsure which way to head, and panicky as the sun goes down. I'll never repeat that mistake. Oh, and bring water on hikes, even if you don't think you'll need it. You will.