Winnie's first foray into the woods is caused by a combination of two things. The first thing that draws Winnie to the woods is her desire to escape from her parents. The day before, Winnie was contemplating running away from home. Her parents are not nasty, but Winnie is sick of their nagging.
"That's just what I mean. It's like that every minute. If I had a sister or a brother, there'd be someone else for them to watch. But, as it is, there's only me. I'm tired of being looked at all the time. I want to be by myself for a change."
Winnie chickens out though and doesn't run away. In chapter 4, Winnie and her grandma are outside talking to the man in the yellow suit. During their conversation, they hear a sort of music coming from the woods. Winnie thinks it sounds like a music box, and grandma is adamant that it is elves.
The next morning, Winnie wakes up really early. She is still contemplating running away, but decides against it. Winnie is a little bothered by her own cowardice, so she decides to slip out for a little bit into the wood. She reasons that maybe she can find out what caused the music.
"Well, anyway, she could at least slip out, right now, she decided, and go into the wood. To see if she could discover what had really made the music the night before. That would be something, anyway."