Something I suspect many GM's and players never consider is the fact that traveling in the wilderness really sucks. Sure, it's nice if you are on well-marked trails in areas with no brush that are relatively flat. But most wilderness is nothing like that.
Stuff that happens in the woods:
Ticks. Nasty bugs that can carry diseases (such as West Nile Virus).
Mosquitoes. Everywhere there is water.
Poison Ivy/Poison Oak/Poison Sumac. Often covers every available surface.
Spiders (fucking everywhere!). Usually not poisonous, just irritating. Especially after you've walked through your tenth spider web in your face in the first hour.
Animals (bears, rabid foxes, etc). Often they run, but they might attack.
Very steep hills. Good luck climbing that hill that's almost straight up while you're wearing a pack or riding horses.
Bogs. Not really dangerous, they just leave you really muddy and tired from carrying several pounds of mud on each boot.
Bees, especially hornet nests in the ground that you can step into. Good luck surviving if you have no medical help.
Heat. You'll sweat like crazy, and will NEED to drink a lot of water, if it's in the summer.
Cold. If it's winter, you'll just get sweaty and then freeze to death.
Broken branches and deadfalls that are guaranteed to jab you if you aren't watching where you walk.
In the morning, EVERYTHING is damp.
Briars. Everywhere the sun reaches the ground. They cut you, get in your clothes, and can cause infections.