Just got laid off, what should I do first? - any advice?

They called a meeting on Monday and 3 of us were let go. I had been there 3 years. This is my first time dealing with any of this. I have a box of my things and a short letter about benefits. Which steps were urgent?

Thanks for writing this out. I went through something close to it 3 months ago, and it settled down once I kept a simple log of every call and form.