Motherfucker, this is Middle Earth. You'd be hard pressed to find a forest or mountain that's not haunted.
Gandalf says the only alternatives are a two hundred mile detour north, or a four hundred mile detour south. He explores the entrance to the forest and finds an elven statue, on which someone had painted an eye in red (blood?). At the same time - the movie is ambiguous if they are related - the One Ring begins whispering to Bilbo, and Gandalf receives a telepathic message from Galadriel telling him to explore the tombs in the High Fells. He turns around and tells the company that he is leaving, and adds that he would not do this unless he had to. Before going, he and Bilbo have a conversation. Gandalf tells Bilbo that he has changed, and Bilbo nearly confesses about the ring - but lies about it at the last minute. Gandalf tells Thorin to meet him in front of Erebor, and to not enter the mountain with him. He gives a final warning about Mirkwood, whose very air is "heavy with illusion," and rides off. His last words are "Stay on the path!"
The Book: The journey to the edge of Mirkwood takes over three days. One night, as they set camp, Bilbo sees the shadowy form of a great bear. Before they arrive at the forest, Bilbo notices a dead silence, with fewer deer and birds. The trees of Mirkwood are huge and gnarled. At the edge of the forest, Gandalf orders the dwarves to return their ponies. They grumble about it, until Gandalf reminds them that Beorn would be a terrible enemy, and that he had been following them "to keep an eye on the ponies." Gandalf tells the dwarves that he is leaving. This is not the first they had discussed it - Gandalf actually had mentioned this to the dwarves as soon as they left the eagle's company - but everybody is upset at the timing. Gandalf snaps that he has pressing business, and says to the dwarves that he is "already late bothering with you people."
"What exactly do you mean, you people?"
In the edge of Mirkwood, Bilbo notices that the forest had "a sort of watching and waiting feeling" that makes him uneasy. He asks Gandalf if there is another way around. Gandalf tells him that the only alternatives are two hundred miles north, which is "stiff with goblins, hobgoblins, and orcs," or he could go south, which would take them into the lands of the Necromancer. Gandalf tells Bilbo that there are "no safe paths in this part of the world." He hops on his horse and rides away. His last words are "Don't leave the path!"
My Opinion: There's a lot here to discuss, so I'm going to save some of it for future posts, especially Bilbo's fascination with the Ring, and Gandalf's investigation of the Necromancer. I will say, however, that his departure was not a sudden decision in the book. Gandalf had plans to attend a meeting of the White Council, and had already warned Thorin's Company that he wouldn't be sticking around the whole time.
There are some minor changes here that gall me worse than they really should. Gandalf's kindness in the movie vs. his rudeness in the books, Beorn's protecting the dwarves vs. his protecting his own ponies, etc. I know the movie characters aren't exact matches to their book counterparts, but it's still annoying seeing these kinds of changes. The outside of Mirkwood, however, is on point. I think the movie has done a very good job of communicating the danger of this forest to the audience.