The Lost Woods
When you arrive back at Kokiri Forest, you will not find Saria in her house. The people say she is waiting at her "usual spot", which is the Sacred Forest Meadow. To get in the Lost Woods, go left as you enter the Forest and climb some vines there. When you enter the Lost Woods, go right, left, right, left, straight, left, right to get to the Sacred Forest Meadow. Hopefully you have practiced your sword skills because you will fight a new enemy here, the Wolfos! Lock on to him and block his attacks with your shield. Attack him either right before he attacks you or when his back is facing you. Once you defeat him, the gate to the Sacred Forest Meadow is opened. Make your way through the maze defeating Mad Scrubs at each corner. Use your shield to block their attacks. When you get through the maze, you will watch a small cut-scene and see Saria playing her ocarina. Talk to her and take out your ocarina and she will teach you the third song...Saria's Song! Head back to the entrance to the Lost Woods now. You have a choice here. You can either explore the Lost Woods more and gain some useful items or you can head to Kakariko Village. If you stay, here are all the possible paths in the Lost Woods. To get to Kakariko Village, leave the forest and go straight across the field. Walk over the bridge to the left of the entrance to the Market.
When you enter the Lost Woods, go Left and stand on the small stump and play Saria's Song for the Skull Kid. He will give you another Piece of Heart.
When you enter the Lost Woods, go Left, then Right. Defeat the Scrubs here and you will be offered a Deku Stick upgrade which allows you to carry up to 20 Deku Sticks. The only catch is that you must pay 40 Rupees. Pretty good deal though.
When you enter the Lost Woods, go Right and hit the target three times (You must get 100 points each time.) The Scrub will reward you with a bigger bullet bag.
When you enter the Lost Woods, go Right and climb down the ladder. Stand on the small stump and take out your ocarina. If you have a good memory, you'll have no problem following the song. When you play it correctly, you'll receive another Piece of Heart. You may not get the Heart Piece the first time.
When you enter the Lost Woods, go Right, and then Straight. You will find a warp point to Goron City. You must have the ability to carry bombs to get in though.
When you enter the Lost Woods, go Right, then Straight, and then Right. Here you'll find a warp point to Zora's River. You must already have to Silver Scale though.
When you enter the Lost Woods, go Right, Straight, Right, Straight, and Left. Defeat the two Scrubs here and they'll offer to sell you items at RIP-OFF prices.
When you enter the Lost Woods, go Right, Straight, Right, Straight, and Left. The butterflies here mark the hidden entrance to the Forest Stage. Wear certain masks and talk to the Deku Scrubs here. You may win an upgrade or some rupees! Go by this:
Keaton Mask-Don't even bother!
Skull Mask-Alright...you win a Deku Stick upgrade!
Spooky Mask-Cool...you win some rupees.
Bunny Hood-Cool...you win some rupees.
Goron Mask-Cool....you win some rupees.
Zora Mask-Don't even bother!
Gerudo Mask-Don't even bother!
Mask of Truth-Alright...you win a Deku Nut upgrade!
When you enter the Lost Woods, go Right, Straight, Right, Straight, Straight, and Left. In a hole which is hidden beneath the boulder here, a Scrubs will give you the ability to carry more Deku Nuts. Of course...it will cost you.