Shelter

The number one survival tip is shelter. Before you do anything else, a base or camp must be established.
Weave a shelter from branches and cover with flora. Or, if you're prepared, just put your tent up!
Exposure can kill. If the sun is out, wear a cap or headscarf to avoid sunstroke and wear plenty factor 30. If the weather turns sour, get inside that shelter.

Food and Water

Water! Humans can only survive a couple of days without water so make sure you source your supply as soon as possible. Water should always be boiled to kill bacteria and treated if possible. You can buy water purification kits from most outdoor shops.
Humans can last for weeks without a morsel passing the lips, so your number one priority should be water. However, without it we become weak and make poor decisions. Take plenty of dry-packed meals (why carry water when you can pick it up from a stream?)
If you're a major adventurer perhaps its advisable to read up on trapping, tracking fishing and hunting techniques before you head out on any major expeditions, or else its nettle soup for you!

Fire

Get that fire roaring!
Without fire youll have no clean water, warmth or means to cook that fish youve just spent hours trying to catch. The last thing you want to do is eat food you haven't cooked properly.
Always carry waterproof matches and some dry kindling.
Failing that you could try and create some friction to generate a spark over some tinder or scrape steel over flint.

What Else To Take?

Its best to travel light but always pack a knife, first aid, compass, water, whistle and matches or a lighter.
Make sure you know the area, pack a map.
Someone else! Dont go solo - it helps morale to be surrounded by other people if you are out in the wild.

Finally, let the wildlife be and don't try eating anything if you don't know what it is. Hopefully, if you don't annoy nature too much, she will leave you to it too.

Head to Ray Mears Bushcraft for information on courses or Wilderness Survival for more hints and tips.