If I woke up as my fursona (white tiger) I'd probably just go out for a stroll and just act like nothing is up; see how people react. A lot of people would want to take a picture with me, which would be weird in a way. I think I'd have to spend a bit of time contemplating my future and how this will affect it, such as relationships, jobs, etc.
I don't know, I'd just try to live life as per normal and grit through the two weeks media gives a shit about me.
Edit: I wouldn't worry about the government kidnapping me honestly, it seems kinda stupid...unless I remained an urban myth or something I doubt they would try to capture/experiment on me without my consent.