I have no medical training outside the military.
In my opinion, if you could only have one first aid item, it should be a tourniquet. They make ones that you can put on yourself. Bleeding to death from a wound to an arm or leg is something you can prevent.
You should know how to spling a broken limb. Some rope (which you should have anyway) and sticks (which you should be able to find, but you can buy splints) are all you need. You probably won't die of a broken leg, but a splint will make dragging yourself out of the woods less painful.
Get some sterile dressings and adhesive tape to cover wounds.
Learn how to treat for shock. That's another killer you can do something about. You may have to treat yourself.
Don't get paralyzed by trying too hard. Get trained on the simple things and know how to do them correctly. You could do a lot worse than finding out what the Army considers basic first aid and learning how to do those things.