Move, then find out. Get to the safer place first and read the detail once you are there. The time to establish exactly what is happening is not the time you should be moving.
Take the household with you and count them. Including anyone who was asleep, in the shower, or wearing headphones — the three ways people miss an alert entirely.
Stay off voice calls. Message instead. The network is saturating and the emergency services need what is left.
Wait for the official all-clear. Not for the noise to stop. Quiet is not the same as over, and this is the point at which people go outside and are hurt.
If you are outside when it starts and cannot reach your shelter, get into any solid building, away from windows, or into an underpass or basement. Do not stand in the open, near glass frontages, or under a structure that could fall.
If you are driving, stop somewhere that is not a bridge, a tunnel or under a structure, and follow local instructions. A car is not shelter.