Maybe you just woke up from a coma, à la The Walking Dead or 28 Days Later, or maybe you're going for a leisurely drive with the kids and find that traffic has been brought to a standstill as zombies course through the streets. Bottom line is this: zombies have arrived. The "why" doesn't matter. What matters is what you do next.
HOPEFULLY you'd get yourself isolated. Hightail it to the countryside or something. Depending on what movie/TV show/video game you're living in, zombies probably can't swim, either. If you own a houseboat, get on that boat and sail far, far away. Canoe out to an island in the middle of a lake and build yourself a crude lean-to, and, eventually, a cabin.
You'll want to get as far away from civilization as possible, because that's where the dead folks are. You're more likely to run into a horde of the walking dead in New York City or London than in NASCAR-redneck-Budweiser, Texas.
But let's say you don't have that luxury. Let's say you're stuck where zombies are plentiful, and you're forced to contend with them on a regular basis. In that instance, what should you do? LOAD UP! That's what you should do! Arm yourself, and get ready to survive. This is the Last of Us, baby! Now let's pick out your arsenal!