The idea behind this expression is that you are really far from your goal, all the most difficult parts are still to be done, and you already have a hard time progressing. The goal can be very different things: to literally go out of some woods, to find a solution during a meeting, to make someone understand something, to win a death battle against deadly opponents…

Usually you say that when you realize how far you are from your goal and that it is very likely that you won’t ever manage to accomplish it. A dangerous goal and a difficult goal are considered the same way: a goal you have big chances not to manage to accomplish. This may be because of a danger, but this notion is not included in the expression. The danger is only pertinent as long as it makes the goal more difficult to reach.

Notre convoi avait à peine franchi la pancarte qui indiquait la sortie du village que des brigands nous avaient dérobé la moitié de nos biens. Nous n’étions pas sortis de l’auberge !

-Je vais t’apprendre l’algèbre, connais-tu le théorème de Xarkavsky ? -Non, mais je sais compter jusqu’à 10 ! -On n’est pas sortis de l’auberge…

Si tu continues à faire des pauses toutes les dix minutes, on n’est pas sortis de l’auberge !