Never been creeped out in the woods. Had the "something is out there" feeling plenty of times, because something IS always out there. That's normal.
I've freaked out in the woods after falling into a sinkhole doing nighttime land nav in a swamp, and getting covered in slimy moss that I was convinced was a nest of water moccasins that I'd brought out of the hole with me. For a minute there, I acted like someone...covered in water moccasins. Fortunately, there were no witnesses!
I've been creeped out at home once.
I was about 18, and living with my parents, who were out of town. Our floors creaked. Everything was quiet, and I was in bed reading. I clearly heard footsteps come out of my parents' bedroom, and slowly climb the stairs. The third step from the top always creaked worse than the rest. I heard it, and then two more lighter creaks. Whoever it was was now standing at the closed door at the top of the stairs, directly across from my open bedroom door, which was in turn lined up with the side of the bed I was on. Meanwhile, I'd become very apprehensive about whoever was walking around our house, and had pulled my Ruger Mini-14 out from under the bed, pointing it at the closed door. I waited, and listened. Nothing. I had become unexplainably frightened, and was tempted to pop a few rounds through the door, but figured with my luck it would somehow turn out to be my dad(who was several hundred miles away). So I got out of bed, walked over to the door with the Ruger pointed at it with my right hand, and slung the door open with my left, jumping back and almost pulling the trigger in reflex when I did. Nothing. Nobody.
I have never had much fear in me, but that night I was afraid. My parents said they never heard strange footsteps, and thought I'd bumped my head, or let my imagination get the better of me, but I heard those steps, heard that stair creak, felt that unexplained fear.
Surprisingly, I never had trouble sleeping in that house, afterwards. I just made sure that door was shut.