Conventional wisdom would have it that it’s unwise for a woman in her late thirties to walk away from a well-paying job and the prospect of marriage in order to hike the Appalachian Trail. But I did that, all of that. I left my fiancé, quit my job, sold my house, packed a backpack, and left.

I had been secretly plotting my escape for years. Buying and caching gear and books. Going on training hikes in Kennesaw Mountain Park on the weekends. Dropping hints to my fiancé that things might not work out. And when the time was right, I bolted.

The Appalachian Trail, or AT, is to many American hikers what Everest is to climbers: it’s the thing they must do if they want to be taken seriously. I wanted to become what they call a “through hiker”—someone who does the whole trail in one season, all 2,175 miles of it, from Springer Mountain, Georgia, to Mt. Katahdin, Maine. Thousands attempt it every year but only one in four succeeds. The hike usually takes about six months.

My family was cautiously supportive. I assured them that I knew what I was doing. I had, after all, traveled extensively and was no stranger to adventure. I had lived and worked in Morocco and in Tanzania. I’d studied outdoor leadership and gone on ­several extended expeditions, including a monthlong trek in the New Mexican backcountry and a cross-country bicycle ride. I assured them I could handle any of the possible ailments that might await me: septic blisters, giardiasis, injuries sustained in falls, the potentially disabling symptoms of Lyme disease, and the pernicious effects of boredom and loneliness.

The afternoon before I planned to begin my hike, I walked into the office of a man I’ll call Mr. North Georgia. Mr. North was a friend of my stepfather’s, and, given he lived near the trailhead, was familiar with the many things that could go wrong for hikers. Mr. North Georgia was a good ol’ boy/country millionaire who made his money in real estate. He had the long, lanky body of Jimmy Stewart and a sticky Southern drawl that conjured a Southern gentleman sipping mint juleps on the veranda of an antebellum mansion.

When I told him my plan to hike alone through the woods for half a year, he took a deep breath, exhaled slowly, and said: “Yer purty. You should carry a gun.” He reached into his pocket to retrieve his business card and pressed it firmly into my palm. “If ya get out dair and find ya need help, just call me. I’ll come gitchu. Ya hear?”

I was...