Step 1: Don't panic! OK, you can panic a little bit if it makes you feel better, but then PULL YOURSELF TOGETHER, man!
Step 2: Kick yourself for not taking your phone along on the hike so you can get up-to-the-minute weather forecasts. No, don't really kick yourself. That might hurt, and then it would be more difficult to carry out step 10.
Step 3: Recall the weather forecast for the day and realize that, yes, severe storms were forecast, but not until later in the day.
Step 4: Try to remember how much later in the day.
Step 5: Assess current weather conditions. Does it look like there's severe weather in the area?
Step 6: Realize that it's Wednesday, and it could be 11 a.m., after all, you left around 10:15 and you've hiked about 3 miles, and that's when the weather sirens are tested, on the first Wednesday of the month.
Step 7: Berate yourself again for not taking your phone or a watch along so you'd know what time it is.
Step 8: Try to remember if it's the first Wednesday of the month, and decide that it could be.
Step 9: Once again regret the fateful decision to leave all communication and time-telling devices at home because then you would know for sure if it's a first Wednesday and/or be able to call in the cavalry, that is, if the cavalry is not in a plane on the way home from Mexico.
Step 10: Just keep walking, because, after all, that's all you can do.
(Optional) Step 11: Arrive home and confirm that it is, indeed, a first Wednesday, and that the siren was most likely a test.
So there you go. Aren't you glad you know what to do? You're welcome.