What is the first thing?

So often when I don't know what to do next, I get completely stuck, frozen. The thing to ask in this situation is "What is the first thing?"  The focus on the first thing is to stop the panic that can start when you try to think about everything, all at once, which by the way doesn't work.

Or, if you're a give-me-the-steps kind of person, then:
1. Figure out what Step 1 is, and do it.
2. There is no Step 2.