Whenever you walk through a passage in The Lost Woods, you might inadvertently end up back in Kokiri Forest. It can be easy to get turned around.
Follow Your Ears
The owl instructs you to follow the sound of the music. As you stand at each possible exit, only one has music emanating from it. You follow it into the next area. Again you listen for the music at each passage. Then you follow the music. You continue this until you arrive at the Sacred Forest Temple.
Sacred Forest Temple
When you reach the temple intro screen, you see that a gate blocks your path. As you begin to approach it, a Wolfos appears. Defeating him opens the gate. Enter the narrow passageway and use your shield to defend yourself against the Mad Scrubs found throughout this area. Finally you will make it to the opposite side. Down a final, narrow passage is a pair of Mad Scrubs blocking a staircase. After dealing with them, you enter into a meadow where Saria sits on a stump playing her ocarina.
A New Song
Speak to Saria and she will teach you Saria's Song. With it you can speak to her whenever or wherever you are.
To exit the Sacred Forest Temple, go back the way you came, until you see a ladder that will allow you to to bypass the maze. Climb it and head to the hole in the middle. Dropping down, you will find a fairy fountain, handy if you happen to have an empty bottle.
Sidequests (optional)
At this point, you can continue on your quest, or you may want to stop off at some of the other attractions woods have to offer.
More Deku Sticks
While in the forest, you may decide to explore a little. Taking the wrong path always leads you out to Kokiri Village. You do this and head back into the Lost Woods. Then head left. A boy called Skull Kid is playing and dancing on a stump. You head left again. There is the bridge from which you left Kokiri Village earlier. Dropping down below it, you move to the other side of the area and find a Business Scrub. After you defeat him, he offers to increase your Deku Stick capacity in exchange for 40 rupees.
Target Practice
From Skull Kid, you go right, back toward the Kokiri entrance, but then straight ahead. Here you find what appears to be a cymbal hanging from a tree. Aiming well with your Fairy Slingshot, you hit it dead-center three times in a row. A Deku Scrub emerges from the top of the tree and give you a larger bag with which to hold Deku Seeds.
Jam Session
Below the target practice area is another stump. Stand on it and two more Skull Kid-types appear. When you pull out your ocarina, they invite you to play some music together. You must repeat whatever they play.
There are three sessions in total. The first session ends after completing a five-note string successfully. For this, you are given a green rupee. The second session ends after completing a six-note string successfully. For this, you receive a blue rupee. The final session ends after you successfully play eight notes equal to theirs. Your reward is a Heart Piece.
Forest Stage: Mask Performance
Any time you have a new mask, drop by the Forest Stage. From the Goron Village entrance, take a left. You'll see a pool of water ahead. Take a left. Take another left. Here you find a meadow with a couple of Business Scrubs. There's a tree at the back. There to the left of the tree is a group of butterflies hovering around the same general area. Walk around this area until you fall through a hole. You've arrived at the Forest Stage.
Put on a mask and approach the front of the stage (the raised portion with the sign on it). Many scrubs will pop up and dance around you joyfully. If you wear the Mask of Truth here, the scrubs will say that you have a most hideous face, but will give you a Deku Nut upgrade anyways. Wearing the Skull Mask here will give you a Deku Stick upgrade.
See The Happy Mask Shop for more details.