[Deep13]

Water. Without it you will become incapacited very quickly. Finding a water source is the single most pressing thing in any survival situation. You can't digest food if you are dehydrated. Shelter from the cold or heat (depending on the climate) is the next priority. Finally, feeding yourself is the last immediate need.

[rockman7]

are there family members with you? if so ( in my case to kids...son 25, daughter 15, can't forget the better half) i'd see a fire as the first. nothing lifts spirits an does more good ( warmth, cooking, ect. ) than a fire.i could prolly even convince my wife to eat a grub or worm if it was cooked ever so slightly(for proof...try getting your wife to eat raw possum then report back)ACK.....forgot to mention around here water can be found pretty much anywhere(but i still gotta boil it...crypospora an such)

[deadzero]

every situation is different. the first thing to do is size up the situation and create a plan. granted, water is very important, but if in a cold enviroment, fire would be most important. in a desert enviroment water is critical, but traveling in the heat of the day trying to find it could be self defeating so shelter or shade ranks first. food is important but if you can improvise traps it can free you to take care of other issues.
the main thing is to examine the situation and think first and come up with a plan. don't just move from the location or start doing things just for the sake of doing so.
but foremost, address any medical needs first