One other thing I forgot to mention, get a OffRoad permit too!! That helps fund the patrols of OHV areas, and helps give money to help maintain OHV areas.
Like Slowdave777 said, I too go out in woods alone all the time, but you have to know the limits of your rig. I carry a shovel in my truck, and if I come across a mud hole, I get out and check it out first. And if it's not too bad, I'll go through it. But I generally shy away from mud holes. And I also carry a come along, because I don't have a winch. I've never had to use it, but you never know. And if a stretch of trail/road looks sketchy, get out and walk.
But if get a good map, know your rigs limits, and you tell somebody where your gonna be, you shouldn't have any issues learning the trails.