Notes

The version from The Real Mother Goose (1916) has slightly different wording (I think it's harder to "get"):

I went to the wood and got it;
I sat me down to look for it
And brought it home because I couldn't find it.

I Went to the Wood and Got It - English Children's Songs - England - Mama Lisa's World: Children's Songs and Rhymes from Around the World - Comment After Song Image

Comments

Scroll down for the answer…
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Answer: A thorn.

Thanks and Acknowledgements

This rhyme and illustration can be found in The Nursery Rhyme Book, edited by Andrew Lang and illustrated by L. Leslie Brooke (1897).