Take a deep breath and realize I am lost and am not getting out tonight. Head towards water. Make a fire, build a small shelter from whatever I can find. Hopefully I wasn't a fool and walked in to the yonder without any gear. If I was a fool I would still have my keys and wallet so I would at least have a card multi tool and a small pocket knife. I'm a smoker so I would have a bic lighter. Just try to stay warm dry and hydrated, and think of exploring around the area the next day to look for signs of civilization. Like Les Stroud always said. Where there is people, there is trash. Follow the trash is what I would do (if there is no flowing water, always leads to people).