Instructions
Go to Kokiri Forest, which is the location where you began the game. Kokiri Forest is on the eastern half of Hyrule and south east of the Hyrule Castle.
Look to your left once you enter Kokiri Forest and you will see a vine leading up the small cliff. Climb up the vine until you reach the top.
Run straight ahead and up a natural ramp. Turn left up another ramp. At the top, you will see a wooden tunnel. Go through the tunnel to reach the Lost Woods.