Ranging, Pathfinding, Bushcraft & Survival Notes: The Naked Ape in the bush...
Karl is right, few people have a true understanding of what it is like to go naked into the wilderness. Yes it can be done, but it can also be very hard and painful to get started.
My first priority in such a situation is to construct a shelter, or find a natural one summer or winter. My second task is to make fire, or at least have the materials ready to make fire. For me this means finding a grass tree with a healthy flower stem, two if possible with different size stems. This can sometimes take a lot of searching but if it is winter and you are in a place where it gets very cold, this is a must.
Once you have a shelter and fire and have found a water source, you can relax a little. Not comfortably so, but there is not so much urgency at this stage. You need to have the ability to get close enough to a wild animals to touch it before it knows you are there, either that or you need to know how to make and use snares and hunt with a spear or bow. This too means that you need the skill to be able to make cordage, make spears, and make a bow.
Now I can do all this, but it has taken me a long time to learn, because as Karl said, there are other things in our lives that take up the time. Even so, just because I have the knowledge and ability, that does not mean that it is easy for me to accomplish. It is hard, painfull at times, uncomfortable and in the beginning it really gets you down. It takes a lot to keep going, at least it does for me.
Priorities may change from the above, depending on where you are and the time of year, present weather conditions and the time of day. If you are in an unknown area and have the time, your first priority may be finding water. Being able to think clearly in such a situation can also be very hard. But the skills are worth learning if you have the drive and the time.
Now I suggest you go take a look at Karl's post for some very good advice and suggestions.