If you're ever genuinely lost in the woods, stay put so a search party can find you easier. If you are going into the woods, it's helpful to prep so you don't get lost or get found fast. let someone know you're going somewhere remote beforehand so authorities know to come find you. A radio can also help both with letting authorities know you're lost, as well as with locating you via its signal. You can also now wear these special reflectors that help locate people under snow (many winter coats now come with them embedded on them). GPS are always very good to have, too.

Learning to read a map and having the local one with you (USGS for US folks, non-US idk) is very powerful but easily messed up if you don't have practice. You can triangulate your exact position with a compass, map, and the local mountain peaks, which makes it much easier to know where you're going. A good practice of way finding is to always be walking towards a specific thing a few hundred yards out or less. So: You orient yourself with the stars, compass, or gps; decide which direction you want to go; pick a specific thing in the direction you want to go, that you can see a ways away; and walk to it - not towards it. to it, so you are standing next to it when you finish.Then, pick another object in the same direction and do it again.

Of course, it's much easier if you generally know which way town is, it's also better to know the mountain peaks of your local terrain to orient yourself than the stars (the stars change throughout the year, the peaks don't), and a compass and map beats the hell out of stars and a GPS beats the hell out of a compass.

Edit: I forgot some important ones, so I'm adding some details. I added more than just 'wait where you are' because it's likely in time that folks might have to flee into the woods and can't trust authorities to save them. These skills need to be known and practiced now before those situations begin occurring.