A standard plot device of dystopian fiction is the existence of a remnant of the pre-dystopian world that the protagonist senses is 1) a key to unlocking the mystery of the post-apocalyptic realm of the present, and 2) a refuge or a place to which he can escape or recover the past world and its values that have been lost. This is how the Uncharted Forest functions in Anthem. Everyone is afraid of it, except Equality-7 . The society have been taught that the Forest represents a danger to them, precisely because it is an unknown world. In the "collectivist" mindset that always stands for evil in Rand's fiction (and in her expository, philosophical writings) the normal human spirit of curiosity and adventure has been crushed. Thus there is no progress; instead there has been a massive regression. Mankind have reverted to primitive darkness and ignorance. Yet Equality-7 views the Forest as salvation, and it turns out to be where he and the Golden One escape to find the knowledge that presumably will enable them to effect a genuine rebirth of humanity. Like the typical Rand protagonist, Equality-7 defies the herd mentality imposed upon all and sets out on his own heroic path to individualism and achievement.

It's interesting to compare Rand's treatment of this dystopia trope of the unknown past with that of other writers. In Brave New World the "Savage Reservation," while it isn't uncharted, is a similarly untouched realm in which the past has survived, as is the world of the proles, and in particular Mr. Charrington's shop, in 1984. Or, perhaps a closer analogue in 1984 is the countryside where Winston and Julia have their first meeting. "It's the Golden Country," Winston murmurs when he sees the landscape, because to him it is a recreation of a dream in which, in the identical countryside, he has encountered a woman like Julia and rediscovered the freedom his real life lacks in the dystopia of Oceania. Though Rand's Uncharted Forest is her version of the same concept, what differentiates her from Huxley and Orwell is that in Brave New World and 1984, the rediscovered world turns out to be an illusion. Just as in Zamyatin's We, the implication by Huxley and Orwell is that the dystopia will go on forever: that there is no escape from it. By contrast Rand, as in The Fountainhead and Atlas Shrugged, gives us a positive outcome for humanity in Anthem. Equality-7 rediscovers the word "I," and we are to understand that from this point forward, humanity will redeem itself and the dystopia will eventually be swept away by the spirit of man as Rand defines it.

Anthem, by Ayn Rand, is a highly allegorical (symbolic) novella; in a story like this, the names of people and places usually depict exactly what they are, and that is true of the Uncharted Forest.

From the very beginning of the story, the protagonist (Equality 7-2521) is intrigued by the Uncharted Forest, drawn to it like no one else seems to be and despite his own wishes. He says:

We do not wish to look upon the Uncharted Forest. We do not wish to think of it. But ever do our eyes return to that black patch upon the sky.

It is a place of legend and mystery, and the stories are all designed to keep anyone from trying to escape.

Men never enter the Uncharted Forest, for there is no power to explore it and no path to lead among its ancient trees which stand as guards of fearful secrets. It is whispered that once or twice in a hundred years, one among the men of the City escape alone and run to the Uncharted Forest, without call or reason. These men do not return.

When Equality 7-2521 is finally forced to run for his life, he runs through the Uncharted Forest, the place where he will find all the answers to the mysteries he has been wondering about for most of his life. As he makes his way through it, he finds the woman he loves (technically, she finds him) and they discover the house which begins to reveal the truth of the Unmentionable Times--and the pronoun "I."

The Uncharted Forest is also a symbol of nature in a very unnatural world. It is a place where Equality 7-2521 can live naturally and even begins to hunt with a bow. Nature in this novel is greater than trees and grass; the Uncharted Forest contains the elements of science which the Old Ones have no interest in exploring and, in fact, desperately want to suppress and keep hidden. 

It is called the Uncharted Forest for a reason; it is a place which is unknown by and separated from the rest of the world by ignorance and fear. When Equality 7-2521 is finally free to explore, however, this is where he goes.