In the forest, there's a single dirt pathway that pretty much runs by everything important.
Here's what you'll find, starting from where you first enter from Camelot:
1) A couple having fun next to a sign (collect exactly 1 sperm from them, will need it for later).
2) An NPC next to a giant map of the forest, marking its most important landmarks.
3) To the left you'll see a big ruin with a big reddish centipede-like monster, a unicorn, and hear someone calling for help as you draw near.
4) There are two more unicorns along the path, use ANY of these unicorns to restore your hp/mp for free.
5) The centaur should be immediately after the unicorns.
6) Beyond the centaur should be Grailwood, but is apparently inaccessible in the current demo.
Other notable locations to look out for, but only know that they are left or right of the path, as you head to Grailwood:
Left
1) A small single-building ruin with a chest.
2) A small ruin with a couple having fun on/by a circle (again, collect exactly 1 sperm).
Right
1) An open field with a chest sitting next to a random tree.
2) An open field with a couple having fun on a crate (collect your final sperm).
Upon reflection, maybe the two random unicorns on the path are noting where you should leave the path to find stuff?