[Spoiler alert if anyone wants to try to find his route by themselves]
You gotta follow him into the forest, which you can only do if some other love interest gives you their sweater (otherwise, choosing to go to the forest a second time without a sweater will say that it's too cold outside and force you back inside).
Depending on where you sit and who you talk to during breakfast, the character may tag along and help you look for your missing keys (if you tell them about your problem). A few of them will offer their sweater so you dont freeze your ass off. 😁
The only ones I know of that give you their sweater are Rune and possibly Devon (although it's been a while since I played Devon's route). After that go to the forest a second time and keep following him. (The rest I'll leave as a surprise 😉)