I have to say, all the experiences I have had have been good ones. State Forests included.
If there is an option of staying at a campground nearby, think free camp or whatever, then I'll usually go that option. The main reason is injury, if something happens you have got people around who can lend a hand (last year a bloke was bitten by a black snake in a free camp on the Turon River, somebody drove him to a hospital).
Another good reason for staying in a recognised campground is that you get to meet up with all sorts of people. I find that if you are by yourself, then you tend to talk more, or people will stop by for a chat. You'll also get to know whether you like camping by yourself, with the safety net of help close by. Although sometimes you have to ignore the late night parties that go on nearby and the occasional idiot.
I say give it a try and if you are really uncomfortable, you can always bug-out.