Symbolism, Imagery, Allegory
Can you think of a more perfect name for the place where our hero goes to leave his society behind and find himself?
The Uncharted Forest is in part a symbol of the unknown. It embodies all those mysteries in the world that Equality 7-2521 says he wants to learn about over and over again in the opening of the novella. And importantly, Equality 7-2521 can only start to figure out those mysteries on his own. His society has never entered the forest, and has forbidden anyone else to do so, which means he can only learn about it by going in alone. And what great things he discovers there: relics from the Unmentionable Times and the first-person singular.
The forest is also a symbol of nature. Equality 7-2521's society refuses to enter it, just as it refuses to actually learn about nature through the pursuit of science. Equality 7-2521, on the other hand, does enter it, just as he also is driven by science to inquire into reality with an open mind. And once within the forest, he starts to live more naturally, right down to hunting with a bow and arrow. Rand did see her own philosophy as thoroughly grounded in nature. She thought that egoism was just the natural way to be. (The corollary here is that collectivism is unnatural.) So it makes sense that Equality 7-2521 should find himself, and discover egoism, in a natural spot that his unnatural society hasn't touched.