After emerging from the pensieve and realizing that he is a Horcrux and must be killed (DH33), Harry starts walking towards the forest. He is at once terrified and numb. He reflects on how precious life is. He has his Invisibility Cloak on as he passes by the Great Hall, where the dead bodies are being placed. Neville, who is helping Oliver Wood carry Colin Creevey’s corpse inside, almost runs into the invisible Harry. But Colin’s body is tiny enough that Oliver decides he can carry it the rest of the way by himself. When Harry and Neville are alone on the steps of the castle, Harry reveals himself to Neville. Harry (untruthfully) assures Neville that he is not going into the forest to meet Voldemort. Then Harry tells Neville that Nagini must be killed, so that after Harry is killed by Voldemort there will still be three people who know about carrying out Dumbledore’s mission. Harry then puts the Cloak back on and resumes his walk to his death. Along the way he observes Ginny comforting an injured girl and hears Fang barking inside Hagrid’s hut, which calls to his mind many memories. At the edge of the forest, Harry sees that it is full of dementors. Feeling to weak to conjure a Patronus, he wonders if he can even make it to Voldemort. Then Harry figures out how to open the Snitch from Dumbledore, and uses the Resurrection Stone, which he finds inside, to call his parents, Sirius, and Lupin to his side. The dead people, somewhere between real flesh and ghosts, comfort Harry, promise to stay at his side, and function like a Patronus to deliver him safely past the dementors.
It is almost 4:00 AM when Harry exits the castle to go into the forest (DH34).
Thinking about how his parents died, Harry wishes he could die by jumping "in front of a wand to save someone he loved." But in fact, what he is doing is basically that same thing for the whole world. -BB
When Harry surprises Neville, Neville tells Harry he almost caused him to experience heart failure. This is poignant because Harry has just been in a revelry about his heart as an amazing and precious thing that is inextricably tied to life itself. -BB
Harry tells Neville about Nagini because Harry wants there to still be three people who know. Shortly before entering the forest, Harry reflects on the similarities he, Snape, and Voldemort, three lonely boys who found a home at Hogwarts, share. Overarching all of this is The Tale of the Three Brothers. The idea of a trio of people being necessary is highly present. It may have a connection to the Christian concept of the Holy Trinity. -BB
Harry remembers the Snitch after thinking about his situation as being like a Quidditch game in which the Snitch has been caught. This sounds like Viktor Krum's decision to lose with dignity in the Quidditch World Cup (GF8) and Harry's realization, upon learning about Horcruxes, that one always has that sort of radical freedom in an apparently choiceless situation (HBP23). -BB
The fact that the dead people conjured up by the resurrection stone resemble the manifestation of Tom Riddle that came out of the diary Horcrux in that they are somewhere between ghosts and real flesh and blood people may give insight into death and souls and how they work.
The whole sequence is reminiscent of Aslan's walk through the woods with Lucy and Susan to the Stone Table in The Lion, the Witch and the Wardrobe, down to the point where his companions are never seen by those he is to meet at journey's end.
Like the climax of the first Harry Potter book, this event, the culmination of everything in the final book, involves Harry confronting Voldemort and suddenly intuiting how to access a stone that tries to defeat the realities of death. -BB
James Potter's response of, "Until the very end," when Harry asks his dead companions if they will stay with him is echoed by the book's dedication to all of us who "have stuck with Harry until the very end".