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

I lost my job as an IT help-desk technician and I am not sure what to do first. It has been weighing on me all week. I have a few weeks of savings and a rent payment due. Is there a checklist I should follow?

Thanks for writing this out. I went through something close to it 8 months ago, and it settled down once I kept a simple log of every call and form.