When you are out in the wilderness, it is a custom and tradition to build a campfire. The choice is up to you what kind you want, or if you want to use it to cook food.
Make a ring of rocks if one isn't already there. This will help to contain the fire, thus preventing forest fires. However, don't build your fire against a boulder or other rocks, as it may leave unsightly burn marks. Avoid rocks that might be saturated with water, as steam pressure buildup within the rocks can lead to explosive fracturing that may injure nearby people, so try to choose rocks from high and dry areas.
Gather up a dense handful of pinestraw, leaves, or any other similar plant remains (grab as much as possible with one hand - have some fuel busting out of the gaps in your hand). The key here is to balance exposed surface area and density - pinestraw works well because the pieces have such small diameters and bunch together very nicely, but sunbaked moss, shaved bark, lichen, and even some oily green plant matter can perform nicely. If you're forced to use larger pieces of starter fuel such as paper or large leaves, try ripping them into thin strips (as thin as possible) before lighting. Make sure this fuel is as dry as possible. If you are having trouble gathering dry material, make sure you dry some suitable fuel at the fire and save it for later. If you are trying to start a fire in damp conditions, any material on or near the ground will be wet as will the lower dead branches of trees. Look for dry material in sheltered locations (under rocks, logs, in holes, etc.). Birch bark, pitch, or even some green plants like pine or sassafras will burn even if it is wet.
Light the kindling with a match. Add increasingly larger sticks and then logs as the fire grows in strength, always leaving enough space between them for the fire to breathe. As you start placing larger twigs on the fire, use a little more rhyme and reason. For instance, you might wish to criss-cross the handfuls of twigs as you lay them down so that the fire can get air. Place your largest sticks in an arrangement that gives them stability and exposure to the fire without suppressing the airflow to the heart of the fire.