Just got laid off, what should I do first? - 2 weeks in

I was let go as a software tester this week and I am still in shock. I am in Memphis, in case local advice matters. I have not told my family yet. Which steps were urgent?

Keep everything in writing and save the confirmation numbers. It saved me later.

Give yourself the first couple of days to be upset. I did, and then I felt able to plan.