Just got laid off, what should I do first? after 9 years as a welding apprentice

I lost my job as a welding apprentice and I am not sure what to do first. I am in Madison, in case local advice matters. I have not told my family yet. Which steps were urgent?

Thanks for writing this out. I went through something close to it 9 months ago, and it got easier once I kept a simple log of every call and form.