Any part of the pine tree including dry needles and cones.
If you can't find small kindling split larger stuff which you can almost guarantee will be dry inside, it'll burn even if damp For the very best kindling use the parts where the branch joins the tree, there's usually a build up of resin there, you can even use it as an olde stylee torch. 
Either way patience and preperation are key, don't rush and you'll be successful.
Include a little history in your walks. Pecsaetan - Ancient Derbyshire, Staffordshire and South Yorkshire - http://pecsaetan.weebly.com/