The LUCAS survey by Eurostat provided a lot of insight into land cover in the EU (but unfortunately not in non-EU countries). As someone who likes to stroll in a forest, one of the statistics I found particularly interesting is the percentage of area covered by forests, which is what the following map shows:
If you really like forests, the direction you want to go is north. 68% of Finland and 64% of Sweden is covered by forests. However, Slovenia does not lag far behind with 61%.
The least forested country in Europe is Malta, with just 5% of forest area, followed by United Kingdom and Ireland (both 12%) and the Netherlands with 13%.