I would probably spend the first few moments spouting some very creative swearing. Then I would try to get a general idea about how the land around me changed. Look for any signs of life, asses how scary it is, and if it's not too bad, shoot it and steal anything useful, preferably some kind of vehicles, weaponry and supplies (preferably light, don't want any massive boxes weighing me down). If it is scary, go the other way. After finding something worthwhile, return to the vault and plan my next move, probably set off in a direction I knew used to have a settlement of any kind. Make sure to lock the vault so only I can get back in.
This concludes my nuclear apocalypse survival guide, I hope you found this helpful. Be sure to consult the second volume if you are in need of any more help. The author is not responsible for any injury or death resulting from you following the course of action suggested within. If you do die, please lodge a complaint with the author, so that further publications can be improved.