Just got laid off, what should I do first?

I lost my job as a project coordinator and I am not sure what to do first. I do not usually post, so bear with me. I have a box of my things and a short letter about benefits. Is there a checklist I should follow?

Thanks for writing this out. I went through something close to it 2 months ago, and it got easier once I kept a simple log of every call and form.