As of 2018, the park entry fee is $7. It is possible to access this trail without going through the main gate, but you really should pay at the visitor center, which is just to the east of the trailhead. There are restrooms and water fountains at the visitor center.
This trail was recently added to the official roster at the park (mid-2018), although, from the looks of the ground, it has been in use for quite some time. I found it from the new sign off the Moon Rock Trail
, which is where Lost Sheep Trail joins up with the rest of the park's trail system. You can park in the visitors center parking lot, but you should definitely pay your park entry fee at the center before heading out. (This parking area is accessible without going through the main gate, but there is a paper sign to remind you that you still need to pay. Do us all a favor and please support the park!)
Despite being a newly-opened/approved trail, this one is very well defined and easy to follow. It is a mostly singletrack trail, and even wider than that in many areas. It seems to be most popular with mountain bikers at the moment, but it makes for a good hike, especially since it is mostly downhill as it heads away from the visitor center and towards the rest of the trail system. This is my new go-to trail when I hike to the park so that I don't need to spend time dodging traffic on the narrow park roads. While the trail runs parallel to the main road for about half of the time, you really do not get a lot of road noise, nor can you see the traffic unless you really look for it.
There are no branches off this trail, so I think it would be difficult to get lost. You can make an easy 5K hike by heading south on this trail and turning around when you hit the end (the sign where it joins Moon Rock Trail
General Sonoran desert flora and fauna. You can stop by the visitor center and say hello to "Al", the park's little desert tortoise in his outdoor area if he's not hibernating.