Depends. While going through the portal, gateway, etc...to get to Equestria, would I be transformed into a pony or stay a human?
If I am turned into a pony, I would just start exploring. I would love to see Twilight Sparkle's library, but I know I would spend days on end there, so I would save that until I explored all other areas. I would probably visit the Castle of the Two Sisters first.
If I were human, I would probably seek out Discord or Zecora for a little "magic" to turn me into a pony.