Otherwise known as Orange Grizette! This is what we found during our walk in the woods yesterday evening.
When we got home we did some research to find out what it was and discovered that it is edible. The boys wanted to go back and pick it so we could cook it. The boys won't eat "normal" mushrooms, so why they would eat this, I don't know.
J said he would because it has a "nutty flavour".