Harry himself has been in the Forbidden Forest on many occasions:
- As Professor McGonagall's punishment for being late out of bed (after Harry and Hermione handed Nobert to Charlie's friends). One of many dangers in the forest was meeting some kind of Voldemort's form.
- Meeting the mighty creature Aragog, after following Hagrid's advice, and almost serving as a late supper for Aragog's descendants.
- Making friends with Grawp. And later saving his and Hermione's neck from the arrows of centaurs.
That is the listing of, I would say, the major cases. Harry definitely knew that the Forbidden Forest is a dangerous place. Dumbledore was not making any jokes, instructing students not to Forbidden Forest:
‘First-years should note that the forest in the grounds is forbidden to all pupils. And a few of our older students would do well to remember that as well.’
although he surely knows some! (Not really necessary for the question, but I would like to hear him tell the joke so much.)
“I am not joking, Mr. Weasley,” he said, “though now that you mention it, I did hear an excellent one over the summer about a troll, a hag, and a leprechaun who all go into a bar...”
Now the question. In the final Potter book the Trio overhears Dirk, Ted & Griphook talking about Snape punishing Ginny, Luna & Neville for trying to steal Gryffindor's sword. Then they talk to the portrait of Phineas Nigellus:
“Professor Snape sent them into the Forbidden Forest, to do some work for the oaf, Hagrid.”
“Hagrid’s not an oaf!” said Hermione shrilly.
“And Snape might’ve thought that was a punishment,” said Harry, “but Ginny, Neville, and Luna probably had a good laugh with Hagrid. The Forbidden Forest... they've faced plenty worse than the Forbidden Forest, big deal!”
He felt relieved; he had been imagining horrors, the Cruciatus Curse at the very least.
I can't think why this would not be suspicious. I mean, from all the mischief that students managed at Hogwarts, stealing a famous artifact from the Headmaster's office looks pretty bad. However, they are punished as though they've been for a late stroll in the corridors.
I always thought of this as Snape trying to protect the students, as he had been the good one all this time, after all. But none of the Trio knew this at the time.
The question is, why weren't they (meaning Harry, Hermione & Ron) a bit more suspicious?