Know that you will be in shock. Make sure you understand each piece of paper you are given. As mentioned earlier, you don't have to sign the agreement tomorrow, but you should question each form and its purpose.
Tonight I noticed my dismissal letter was not signed by anyone. My manager laid me off over the phone and had someone else print out the layoff package and give it to me. I don't know if it will matter for your circumstances (or mine), but it may be something else to check and make sure you have a signature.
Finally, give yourself the rest of the day, then start on Friday making a list of things to follow up on and take good notes as you speak to Xerox ESC, your state Dept of Labor, etc. Don't rely on your memory, as won't be as reliable as you think, given the stress. I had a heck of a time with the ESC. The HR reps are not well trained (not their fault, it's management's), and what they do know is limited in scope. For each topic I wanted to action, I had to talk to a different department within the ESC. I was also given some flat out incorrect information, which required followup calls, and uploading letters to their site requesting information (you can't email them, only upload documents).
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If you are able, grab a copy of your last pdf pay statement before you exit. I had a hard time getting that information in a timely manner, and needed it.
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Review your statement for any deductions you want to discontinue before the next pay statement is issued: HSA (especially if you are retirement eligible), organizations that deduct dues from your pay, United Way, etc.
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If you are in Webster, do you have a balance on your AVI kiosk account? I did, and the AVI folks were very kind to me when I requested a refund, even willing to deliver it to my home.
Good luck, to those getting laid off and to those that remain employed!