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The Man Who Went Too Far is a 1912 ghost story by E.F. Benson. You can read it online here or here. You can listen to it here. It begins,
The little village of St. Faith’s nestles in a hollow of wooded till up on the north bank of the river Fawn in the country of Hampshire, huddling close round its grey Norman church as if for spiritual protection against the fays and fairies, the trolls and “little people,” who might be supposed still to linger in the vast empty spaces of the New Forest, and to come after dusk and do their doubtful businesses. Once outside the hamlet you may walk in any direction (so long as you avoid the high road which leads to Brockenhurst) for the length of a summer afternoon without seeing sign of human habitation, or possibly even catching sight of another human being.
Shaggy wild ponies may stop their feeding for a moment as you pass, the white scuts of rabbits will vanish into their burrows, a brown viper perhaps will glide from your path into a clump of heather, and unseen birds will chuckle in the bushes, but it may easily happen that for a long day you will see nothing human. But you will not feel in the least lonely; in summer, at any rate, the sunlight will be gay with butterflies, and the air thick with all those woodland sounds which like instruments in an orchestra combine to play the great symphony of the yearly festival of June.
Winds whisper in the birches, and sigh among the firs; bees are busy with their redolent labour among the heather, a myriad birds chirp in the green temples of the forest trees, and the voice of the river prattling over stony places, bubbling into pools, chuckling and gulping round corners, gives you the sense that many presences and companions are near at hand.
Yet, oddly enough, though one would have thought that these benign and cheerful influences of wholesome air and spaciousness of forest were very healthful comrades for a man, in so far as Nature can really influence this wonderful human genus which has in these centuries learned to defy her most violent storms in its well-established houses, to bridle her torrents and make them light its streets, to tunnel her mountains and plough her seas, the inhabitants of St. Faith’s will not willingly venture into the forest after dark. For in spite of the silence and loneliness of the hooded night it seems that a man is not sure in what company he may suddenly find himself, and though it is difficult to get from these villagers any very clear story of occult appearances, the feeling is widespread. One story indeed I have heard with some definiteness, the tale of a monstrous goat that has been seen to skip with hellish glee about the woods and shady places, and this perhaps is connected with the story which I have here attempted to piece together. It too is well-known to them; for all remember the young artist who died here not long ago, a young man, or so he struck the beholder, of great personal beauty, with something about him that made men’s faces to smile and brighten when they looked on him. His ghost they will tell you “walks” constantly by the stream and through the woods which he loved so, and in especial it haunts a certain house, the last of the village, where he lived, and its garden in which he was done to death. For my part I am inclined to think that the terror of the forest dates chiefly from that day.
So, such as the story is, I have set it forth in connected form. It is based partly on the accounts of the villagers, but mainly on that of Darcy, a friend of mine and a friend of the man with whom these events were chiefly concerned.