In order of priority
Attitude - Your brain is the most valuable resource you have. If you treat it well by maintaining a positive attitude, it will keep you alive. In the movie "The Matrix" a character says that the body cannot live without the mind. In a survival situation. That is entirely true. You absolutely have to keep busy. This will help you in many ways. It will generate heat, keep you sane, and it can be used on simple luxuries that make your situation more bearable. I did mention sanity in there. If you are not doing something, you automatically start thinking about stuff and that will lead to insanity. I'm not joking. I heard this from an experienced survival instructor.
Shelter - Shelter is a little bit complicated. It depends a lot on your supplies and your resources. If you are in a heavily wooded area, a small house (only big enough to sleep in) is possible. It is actually a lot like building a log cabin. You just prop it against a tree and fill the bottom with soft leafs and fill the cracks and the roof with lots of pine needles or a "fluffy" plant.
Water - Water is the next thing you want to get. A fully hydrated person can go three days without water. This can be found by making a water still by digging a hole about three feet deep and four feet across. You spread a plastic bag across the top after placing a bucket or water bottle in the middle of the hole. You place a small weight like a rock or piece of wood so that the water will be directed into the container.
Fire - Fire is the Swiss Army Knife of survival. It can be used for more than many people think. It can be used to make you feel better (mentally), to cook, for heat, and to signal. To signal, you want a smoky fire during the day (throw green leafs and rotten wood on) and a bright fire by night (throw soft woods on. They burn hot, fast, and bright).
Food - Food, like I said in Best Prevention, is relatively unimportant. when all of the above are done, then you may start looking for food in plants. If the plants are not providing enough food to take the edge off your hunger, then, you may go for bugs. Ants and grasshoppers are best due to their high nutritional value for their size. The roasted abdomens of black ants make a black, sweet, sugar like substance. You may not kill an animal for food purposely out of season unless your very life depends on it. This is a law! When you do make the jump, you want to start with fish if there is a river nearby. They are relatively easy to catch. You just outsmart the fish, make it so they get stuck. Do not go out and try to kill a bird. The energy used to catch the bird is not worth the amount of nutrients they give.