The forest shows your connection with the nature. There is also a possibility that you feel the lack of connection with the real world, because of the work and responsibilities you do in daily life. If you are lost in the forest, then you are looking for the exit of some situation, but have no idea how to solve it, therefore you feel confused. Otherwise, being lost in the woods promises riches, but only if you are poor. Walking around in the forest picking up the berries, mushrooms and enjoying the nature while dreaming shows your inner harmony.
Read more about dreaming of Forest/Woods in other dream meanings interpretations.