Knowing my luck, I'd probably get transported to the middle of Viridian Forest and get gorged on by killer Beedrill.
If I somehow survive that, my first step is to not look like an out of place lunatic and get a decent footing in the world I live in. Next I'd make a beeline for Johto (the best region okay) and train a team consisting of Typhlosion, Dunsparce and Umbreon (plus a few non-regional mixes like Flygon and Sceptile) go on an awesome journey and relish in the fact that I no longer live on the most depressing planet in the universe. :')