You awake, head pounding, feet and legs wet. You hear running water and birds chirping. You shiver; it's cold. Opening your eyes, you find yourself laying on the bank of a small creek running through the woods. It's snowing, and there's a thick layer of snow on the ground. You notice you're only wearing a long-sleeved shirt, pants, and shoes.
This doesn't scare you. What scares you is you can't remember where you are or why you're there.
Walk up the creek, hoping to find something.
Walk down the creek. Maybe you'll find help.