This mushroom identification stuff is not easy, (or maybe my Audubon field guide isn't the best?). I'm guessing from the shape of the stem and gills that this is from the Mycena genus. There are all sorts of different species of these, in all sorts of different colors. Different species tend to grow in pretty specific places; deciduous wood, pine forests... That helps to identify the species. Not much mentioned about their edibility; know any Boy Scouts?