Do it all the time because it's really hard to coordinate with partners.

Leave a VERY SPECIFIC itinerary with someone back home and stick to it. Make sure they know to contact authorities after an agreed-to date and time. Register with the Forest or Park Service, if available. Make sure you're technically proficient before tackling tricky off-trail navigation. Keep within your comfort level and don't be hesitant about bugging out early if the weather or other conditions take a turn for the worse.

With time comes confidence and competence, and you'll really enjoy the time by yourself, away from the trappings of home.