I did, for over a year in the south of oslo, norway. but I guess you mean going wild like really wild. which i havent done for an extended period of time. Unless you are really serious about it and are in a hurry (which kinda contradicts itself), id say try finding a nice patch of forest, hopefully you can squatt (or cheap rent) some decent enough construction to fix over the summer and stock it with stuff to stay in the winter. It doesnt have to be in the middle of siberia or alaska. theres loads of pristine wilderness with roads and towns nearby where you could get supplies (hopefully dumpstered) and be at a safe distance from civilization while you learn the important stuff.
My opinion is that theres no need to do the into the wild kinda thing (remember, dude died). a step by step approach is the way to go. its better to take your time to learn them without the stress of dying if you fail to do so properly. thus, living in the forest with a nearby town is what i recomend.