I'd probably weep for the first 33 seconds as I reconcile with the fact that I won't be able to eat meat again and still be socially accepted. Then spend the next 55 seconds dealing with the fact that I may have just been cartoonified to exist in this world. With the first minute and 28 seconds out of the way, time to get to work!
Hopefully I end up close to Ponyville. Going straight to Canterlot to see Princess Celestia or Princess Luna, might not be the smartest decision. Those Royal Guards don't seem the most understanding of stallions to just approach as a strange and probably unseen before creature. Ponyville would probably be far more welcoming, plus the added benefit of Twilight's curious nature to always want to study something new, should help make the transition more smooth.
At that point, try and work toward making friends with the rest of Ponyville, with a focus on the mane 6 and try to find a place in the world. I most likely won't have the benefit of a cutie mark, but I'm sure I'll figure something out with the help of new found friends. Probably start out working in Sweet Apple Acres or Sugarcube Bakery since I do have a decent amount of baking and cooking experience. Keeping busy while I attend Twilight's daily study periods. Not sure where I'd stay or if they'd make a house specially for me, but hanging out at Twilight's in the mean time could be fun. I'd also need to get on Rarity's good side, as I'm going to have to challenge her in making sure I have cloths.
I'm not quite sure if I'd pursue a goal of finding magic to turn myself into a pony or not. I'd have to wait and see how the weeks, months or years go in Equestria and how my friends might feel about it. Many hours will be spent in an arm chair by a fireplace to ponder this issue.