Edit: apparently this is a very common form of Japanese storytelling called an isekai. There are 8 billion people in this world, no idea can be original. And sometimes you miss out on things many other people know. I’m clearly one of today’s lucky 10000.
First thing, try and breathe to see if the unknown new world has an atmosphere compatible with the one I’m accustomed to. If not, I guess I’m dead.
Second thing, determine if I’m in a wasteland / nature setting, or a civilized one.
Third, regardless of the answer to the second, take stock of my current resources and seek new ones. Water is highest priority, food second, shelter third.
Finding a weapon is definitely the highest priority. As soon as everyone starts freaking out they’re coming after anyone who has something they want. After the bloodbath you can use your weapon to get food or possibly help with making shelter, and you’ll be ready to meet the natives once they arrive – just in case they’re not friendly and are at a lower technological level than what you have available.
Most cultures don’t immediately leap to “better kill everyone else in the train so I can take their stuff.”