The second thing to do if you’ve lost your job is to make sure you’re eligible for unemployment. In most places, you’re eligible if you lost your job through no fault of your own, though specifically what that means varies considerably from state to state. Whatever your employer tells you, be sure you check your state unemployment eligibility guidelines, and know that you can appeal if your former employer contests it.
Once you’ve filed and qualified, you will need to submit your claims every 2 weeks, so be sure you set some sort of reminder for yourself, since delays in submitting your info may result in delays in your money coming through.
And please don’t feel guilty about filing for or receiving unemployment. This is exactly why it exists to begin with, and it will free you up to apply for things that are of interest to you, rather than just anything that comes your way.