This seems obvious. Your main source of income has been lost. Your best interests require an intense and immediate job search. Taking a few days to settle into your situation is a good idea sometimes. Be ready to get back in the saddle, though. To maintain unemployment benefits you must apply for at least two jobs every week. Apply to more than that – the objective is not to stay on unemployment; the goal is to find a comparable position that pays as much as or more than what you were earning before.
There is a not so obvious reason to start your job search. In a lawsuit your former employer’s attorneys will require you to provide information about all jobs you applied for and to produce related documents. So, maintain an ongoing list of jobs applied for. Keep copies of all documents pertaining to your job search. This includes printing out pages from internet websites such as monster.com. An employment attorney who represents you will need them.