>>613823depends a little on your area, what kind of forest you're in.
easy way is some kind of A-frame lean-to built out of small trees, brush, piles of leaves, rocks, whatever natural woody things are laying around.
If you're on any kind of slope, dig into the hillside enough to form a little level area and build lean-to into embankment like a split-level house where the soil can be part of your lower wall foundation on the back side.
OP, have you never played in the woods as a kid and built forts?