As Georgia's largest State Park, F.D. Roosevelt State Park is home to the 23-mile Pine Mountain Trail. However, if you're not looking for an all day hike, several shorter hikes and loop options are available for a variety of different lengths and difficulties. The Wolf Den Loop is one of the more popular in the park, offering multiple short waterfalls along a quiet creek.
I recommend picking up a trail map for $5 from the park office before heading out. The trails are well blazed with signs at all intersections and the map is posted at the trailhead, but it's still nice to have one in your hand and it supports the park. You can park at either the Tower Parking Lot or the Rocky Point Parking Lot although this description is from the Tower lot.
Starting at the end of the Pine Mountain Trail, the majority of this loop will follow this blue blazed trail. The hike has a wide variety of terrain. Walk along soft beds of pine needles, gravel and rocky pathways, small boulder fields, and multiple creek crossing where you should expect to get your feet a little wet. Immediately pass the White Candle and Beaver Pond trails, staying to the right. Following along a small creek will quickly lead to multiple creek crossings. Most can be made easily enough just take it slow on wet rocks.
Hike past 3 small waterfalls before the trail heads sharply up the hillside away from the creek. At 1.9 miles in you will come to Cascade Falls, a series of cascades ending in about a 5 foot drop into a small pond. For many looking for a shorter hike, Cascade Falls will be the turn around point to make a 3.8 miles out and back. For this loop, continue on up the stone steps heading away from the falls. The rock face here as you ascend is the Wolf Den.
Less than half a mile later you'll reach Ferney, a massive loblolly pine tree. From here the trail will intersect several times with a horse trail, all of which are blazed for easy navigation. Following the Pine Mountain Trail, leave the creek, heading up Hogback Mountain.
Just under 5 miles in the PMT crosses GA-190 at the Rocky Point parking lot and soon after comes to the junction with the white blazed Beaver Pond Trail. Stay to the left to leave the PMT. Less than half a mile later stay left on the Beaver Pond Trail when it intersects the White Candle trail. Feel the sun on your back as you cross back over GA-190 before entering an open area with lower vegetation. Finish out this loop, passing the second intersection with the White Candle Trail and hopping back on the Pine Mountain Trail for the last few hundred feet.