A heavily-wooded golf course provides lots of opportunities for lost balls. There are generally no colored stakes along a tree line; in other words, the woods are not considered to be a hazard or out-of-bounds. So how should one proceed upon hitting a ball into the woods?
The first thing to do is to hit a provisional ball. It doesn’t take much time to do so and it could save you a bunch of time later. (Rule 27-2) Although you don’t have to, you may go look for your ball, searching for a maximum of five minutes. If you find it, you must play it as it lies or declare it unplayable and take a one-stroke penalty. If you don’t find it, you take a one-stroke penalty and continue play with your provisional ball (Rule 27-2b).