I remember a book about some future universe where there were lots of planets, and people traveled between them by spaceship, but one character also mentioned that some people found paths or roads in forests and if they kept walking they could end up on another planet. I need to know the name of the book.
That would be the Void Trilogy by Peter F Hamilton -- The Dreaming Void, The Temporal Void and The Evolutionary Void. To a lesser extent, there's also his Commonwealth Saga, set earlier in the same universe -- Pandora's Star and Judas Unchained. The aliens who walk the paths between stars are called the Silfen.
You might be talking about Dan Simmons' Endymion Series. The main female character is named Aenea, but the male lead is "Raul Endymion". In the earlier Hyperion series a series of gates between planets, referred to as the world web, could be traversed through a void, using what they called farcasters. Towards the end of the series Aenea develops the ability to "Freecast" (travel without gates).
I've been looking for the what I believe is the same book. It is an individual novel not part of a series and the title was the name of a woman in plural. The woman's name was the main character in one her as she was first introduced not one of the other names she gave to her other selves. It was something like "The Rachels".
Assuming that all of these details match, the book I was looking for is "The Margarets". Hope this helps!
It may be Robert Wilfred Franson's "The Shadow of the Ship". There are multiple worlds, linked by "trails" that can be traversed by beast-drawn trains. The story takes place on one of these trains, an expedition in search of what may be a trail-independent ship crashed in-between worlds.