1. Attire. Good boots, cold weather gear, wool socks. A hat and gloves are a good idea, even in the summer.
2. Compass/map. Always know where you are, and where you're going. Make sure to have a plan beforehand. Doesn't hurt to think of an alternate route.
3. Water. Depends on your consumption and weather. For a summer day, I will carry a 3L bladder and at least 2x500ml in reserve. Water purification tablets or a filter is a good idea.
4. Means to signal. Radio. Light. Sound (cell phone, flashlight, whistle).
5. Food. Anything less than 1500 calories per day, and you'll probably feel it on the trail. Bring a small metal pot.
6. Shelter and/or means to make one. Depending on the length of your trip you may or may not want to pack a tent. However, a sleeping pad and a space blanket can really make a huge difference if you must spend the night.
7. Tools. Sturdy knife (doesn't need to be big), multitool, flashlight, fire-making materials. Make sure you've got enough light to last you a little while. A little Fenix E01 can shine for over 10 hours on a single AAA battery, weighs nothing. Chinese photon knockoffs cost <$0.50 per, and I always carry 3-4 as backups. They are also very handy for not losing your group in the dark. Just hang one from your pack, and you can be seen from afar.
Pack 50ft of paracord. It can be useful in so many ways, I won't even try to list them.
8. First aid kit. 1 bandage, 3-4 band-aids, 1 gauze pad, antibiotic ointment, alcohol prep pads, 8x ibuprofen, pepto, immodium, 8x benadryl. That's the minimum. I will usually carry benadryl and cortisone cream, for bites, scratches, and various allergies.