“Don’t Go in the Woods” offers wise counsel, particularly when a murderer is on the prowl. In his directorial debut, Vincent D’Onofrio (known for his roles in Full Metal Jacket and “Law & Order: Criminal Intent”) delves into themes of love, ambition, and mercilessness in this unique blend of musical and horror. The film follows a young band retreating to the forest to escape their daily routines and concentrate on composing new music. Their goal is to return with fresh tracks that will catapult them to success, but instead, they find themselves ensnared in an unimaginable nightmare.