If you are injured in any type of accident, your first priority should be to seek immediate medical attention, even if you are not certain that you are injured. Seeking immediate medical treatment does two things: 1) it ensures injuries you sustained are diagnosed and treated; and, 2) it helps eliminate any doubt by the insurance company that your injuries were caused by the accident. 
Often, the shock and adrenaline of an accident can mask symptoms of injuries, so making the mistake of skipping a medical examination can have profound consequences. By seeking prompt medical treatment, you protect both your health and your ability to seek compensation for your injuries with the help of your attorney.
If you were in a motor vehicle accident we have also detailed here what to do after a car accident.