The very first thing I would do is try to find out exactly how I got there. Sure, I'd be excited about being in a place where Pokemon actually existed, but is there any way to contact home? If there wasn't, I'd only stay for a short while (if it's even possible to find a way back), because as awesome as it would be to live in Unova, there are still too many things I've got to take care of in this world.
If I was stuck, though, I'd make the best of it and go searching for some Pokemon, or head to Nuvema and meet Professor Juniper to get my first. I don't know exactly what path I'd go down, but I'd probably start by training my newly acquired Pokemon and begin taking on some of the Gym Leaders around the region (following a similar path to that of B/W). If I find that I'm a good trainer, I might try facing the Elite Four to see how I stack up. If I wasn't that good, I'd settle down in Nimbasa or something, and be perfectly content to live my life normally, but with my Pokemon at my side.