Edit: apparently this is a very common form of Japanese storytelling called an isekai. There are 8 billion people in this world, no idea can be original. And sometimes you miss out on things many other people know. I’m clearly one of today’s lucky 10000.
First thing, try and breathe to see if the unknown new world has an atmosphere compatible with the one I’m accustomed to. If not, I guess I’m dead.
Second thing, determine if I’m in a wasteland / nature setting, or a civilized one.
Third, regardless of the answer to the second, take stock of my current resources and seek new ones. Water is highest priority, food second, shelter third.