Wilderness Medicine Institute offers short-term first aid classes that are very informative. Many factors change when you're an hour away from the nearest help. Don't feel like you need to take a month long Wilderness EMT course, the basic Wilderness First Aid course will prepare you for 95% of the situations we would most like find ourselves (probably closer to 99%).
On another note:
Remember the rule of 3s. 3 hours without shelter (meaning you'll get hypothermic and die if you don't have shelter), 3 days without water (bring a bit of water or a way to sterilize it), 3 weeks without food (meaning, don't worry about bringing food, it's the least of your worries). That's to put things in perspective. You don't need to bring meals into the woods for a day trip. A couple energy bars is probably enough to keep you from "starving" over the period of time you'll be lost.
Leave a note with where you're going
10-essentials (pick what works for you and know how to use it). If you have good gear and know how to use it, trust it. Just because you think you came in one way doesn't mean your compass is wrong. Your compass is right and your gut feeling is wrong. Practice makes perfect. After you're lost is not the time to learn how to use your gear.
If you get lost, stay where you are. Searchers will be looking for a needle in a haystack if you don't leave a note about where you're going. If that needle in the haystack moves around while they're looking for it, or jumps into a different haystack altogether you cripple the searchers chances of finding you. Make it easier for searchers. Don't move around unless there is danger where you are.
Yelling is futile, take a whistle and fire starting material, take bright colored material to tie to a tree branch. Signaling can become key.
Stay where you are
Don't move around
Stay where you are; make yourself as comfortable as can be, you'll be found in less than 72 hours.