You sleep with the Legion, deep beneath the worlds. For the length of almost all existence, you've been in hibernation in the tiniest of prisons. You, and everyone who lost the war against the creator. The reasons are lost to you. Even dreams stopped eventually, as memory of what creation was like faded. Just a vague awareness of self, and a burning resentment.
Then something changed.
A shockwave. An explosion, or an implosion, a wave of incredible force rippled across the surface of the prison, crackles of lightning arcing along the glassy, dark surface. The Legion awoke in unison as the seams of The Prison bent and warped, a thousand howls of fury and confusion, a thousand writhing, changing forms, yourself included, battered against the weakened walls, and the prison shattered.
Then the Legion scattered to the four winds, rising to the surface of the world, through the void and the land of ghosts, and into creation proper. Blind with sensory overload, in shock, berserk and anguishing, you hurtled through the surface of the void and tore into the plane of creation.
You materialized as a cloud of rolling black smoke and tendrils of fire and lightning, rolling across the sky above Earth, vast enough to engulf a city. But the nature of creation has changed. There is almost no essence to be found, and your form begins to melt away very quickly. A host. You need a vessel to carry you. You spread your senses out across the city sprawled beneath you, and reach out - a blur of voices, machines, thrumming electricity, roaring engines, radios, televisions, wifi - a glut of information almost as awful as your return to consciousness. The souls are wrong - warped, resistant, lacking essence. Unsuitable. You spread out further.
In an alleyway, beneath a single lonesome lamp, you find a host. Her will is gone, her mind a ruin, lying there staring into nothing. A most suitable host. Your essence rapidly draining away, you spiral down towards the host, down into the alley. A rolling cloud of black smoke only as large as a building, a car, and then you reach your host and enter it, through the ears, nose, eyes, mouth. A satisfying feeling of safety and control rushes to you, and you feel good. Sitting up, you flex your hand experimentally, forming a fist. Yes. Perfect.
You leap to your feet, give your host body an experimental shake, stretch, and start laughing. Revenge will be yours.
It is night. You are in an alleyway in a neighborhood that doesn't look all that bad. You are wearing a torn coat, otherwise respectable clothing, nice boots, and a comfortable knit cap. There's a light dusting of snow on the ground out in the street and perhaps three feet of accumulation in most of the alleyway. There's an indentation in the snowbank where your host body was lying.
What do you do next?