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Since "survival" is a hot topic these days, let me give you an outdoorsman's perspective. Now, thankfully, I have never had to use survival skills to actually survive. Any time I've practiced them has been (blessedly) in training and preparation.
Still, it doesn't hurt to know basic survival theory and have a few "in a pinch" skills. I learned this young, when I read the book "Hatchet." I became consumed by the anxiety that the same thing would happen to me, even though I lived in a desert and never got on a plane.
So I went to my stepdad's father, he of the infinite wisdom and scarred, Native American hands, and asked him to teach me how to survive if I had to. He put out his cigarette, smiled, and said, "let's get to work."
First thing he taught me was that the typical "priorities of survival" are more guidelines than rules. Most survivalists will tell you: shelter, then water, then fire, then food. That works for a number of common environments, but not all.
Sometimes, fire will be more important than shelter (like in open country where there are no trees or hills). Water may be less important than fire, if, for example, you can make water with fire (in the snow and ice).
So he taught me how to make fire with what I had -- eyeglasses, coke bottles, flint and a knife, firestarter, matches, or even a bow drill or hand drill. This is a good tutorial:
The basic idea is you need a harder wood base with a notch cut into it and a softer stick that will be your "drill." You'll use a back and forth rubbing motion to generate friction heat between the drill and the base, and where hot wood particles can drop out of the notch.
However, emergency firestarter kits are small and you should always keep one or more on you in any situation that might turn dangerous. I keep one in each of my cars and all of my fishing/camping bags: https://www.walmart.com/ip/3-Pack-Emergency-Flint-Fire-Starter-Striker-Lighter-Camping-Survival-Outdoor-New/139067883
Most times, you will be able to use natural features of the landscape to get shelter from the wind and rain -- rock outcroppings, ledges, shallow caves (check for animals!), abandoned buildings, etc. are all usually available.
If they're not, you may need to improvise shelter. A tarp teepee is a good go-to, as is a lean to.
With just a regular old tarp and a firestarter kit, both of which pack down to extremely small size, you ought to be able to rig up some kind of shelter and make fire. You're halfway through surviving a few nights in extreme conditions if you can do those two.
Will you be comfortable? Not on your life. Will you live? Probably. Being able to start a fire using what's around (small bits of dried plant material are best, but don't discount paper if you've got it) is the #1 skill I think you need.
Even if you're caught out in open country a fire can signal your rescuers, keep away animals, and provide necessary warmth. If I were stuck in the bush around where I live, for example, making a fire would be job #1 to survive.
If you've got fire and shelter, your next necessity should be water. If it's raining, do anything you can to catch some (extra tarp tied into a bag or stretched between trees? Score!). If it's not, try to find some. If you can get elevated, look for green.
Even in deserts, there are small ponds, oases, springs, creeks, etc. Look for trees. If you see a belt of green like trees, there's water there, even if it's subsurface. Dig a hole if you have to and let groundwater filter up into it.
If you've got fire, boil the water before you drink it. If you don't have fire, try to have a lifestraw or other filtration device. If you don't have that, have chemical purifiers as a last resort.
If you need to MAKE a water filter, you sometimes can, depending on what you have. If you've got some sort of a bottle, a piece of clothing, some sand, and some gravel, you can make one from t hat which will do moreso than drinking unfiltered water.
It's not perfect, but take a bottle and cover the lip with the cloth. Place it over a pot or other container. Pack it with fine grain sand, then coarse sand, then gravel (the cleaner the better). Put another piece of cloth over the cut-off bottom and pour water through it.
Obviously it's much smarter and better just to keep a bag with ready-to-go survival materials on hand as much as you possibly can. Each of my cars has a small packed sack in it with: knife, firestarter, LifeStraw, mylar blanket, tarp, small first aid kit, metal cup…
paracord, a few survival rations, gloves, compass, and flashlight. It fits into what is essentially a large fanny pack and is tucked away next to my jack in both of my vehicles. Any time I get out to go fishing/hiking, it comes with me (assuming I don't have better gear on me).
I will in all likelihood never ever need to touch my survival packs, but it doesn't hurt to know how to use it.
