Discovering in nature helps children's social interaction and emotion awareness. When the children are surrounded in nature, they become more active and engaged by their own interests as well as discoveries. Meanwhile, it provides more opportunities for them to work together and share their ideas. For example, when they imagine a stick as something, they will try to explain the reasons and how they are going to use that for, or they might ask for help in moving larger natural parts which is good for their collaboration. 
When the children climb on a rock or up a tree, they are building their confidence. They are overcoming a physical challenge. After that, they believe they are capable of doing things and they are developing a sense of ownership. At the same time, they may also encourage the others to try out together which show their trustworthy. Furthermore, children feel fear and excitement through risk-play. They know better and understand more about the other people's feeling.
Nature also relieve children's stress. They experience more sensory engagement and freedom when they are outdoors.