I hate to admit how long ago I got started hiking solo, so it's a bit hard for me to recall it in any detail.

Glenn has already made the pertinent points about mind tricks. The less experience you have in the woods generally, the more these tricks will swarm up at you. If you have a base of knowledge and experience to fall back on, the less they will bother you, since they are almost entirely grounded in that horrid boogey: the UNKNOWN.

On the flip side of this phenomenon, by hiking alone for any length of time, you will become very familiar with your own mind, and become especially good at detecting its quirks, foibles, flaws and crochets when they bubble up from your subconscious mind. It is enormously helpful to gain this self-knowledge, but it doesn't come cheap or easy. Hiking solo for a few decades has taught me what a fool I am. Of more value, it has taught me exactly what kind of a fool, which is kind of nice to know, really..

The other pertinent point I can add is, stay alert. This doesn't mean stay on edge, jumping at every twig snap. Just alert. Look around. Think about where you are, what you see, and how you feel. Notice problems when they are small. Notice opportunities to make mistakes and slow down before you leap. If you are not sure, double check. Get out your map at junctions. If you get a creepy feeling, figure out where it is coming from -- some of them matter, some don't.

So, to repeat, stay alert. And enjoy yourself. if it isn't fun at some level, it isn't worth doing. Good luck.