You can absolutely feel like you’re getting lost in the North Woods of Central Park. There are little hiking paths and streams, boulders, and fewer people than the touristy southern parts of the park. A nice bonus is when you come out on the northeastern side you can peer over Harlem Meer and likely see some ducks!
Hon. mention to Riverside Park (seconding the person who said that), Inwood Hill Park, and Fort Tryon Park (and the Cloisters!)