The first step of your pregnancy, after seeing the little positive stick should to have it confirmed. Call immediately to have a pregnancy test done with your local doctor, you may be in luck and get in that same day or have to wait about a week or two. Patience will become your best friend during this time or your worst enemy, waiting can become a very hard thing when you want to know for sure whether you are or aren't pregnant. More than likely you'll get a phone call a few days later to confirm it.
Set up an appointment to see your OB/GYN or midwife as soon as possible, chances are you'll be meeting his/her staff before you ever meet them. This is the first appointment where your doctor/midwife will want to know all your medical history.