When your spouse asks you for a divorce, you find yourself unsure how to think about your life. All you ever planned for was a marriage. This was the life you imagined. If you're not going to have it, what are you supposed to do to move forward? What comes next?
First off, remember that it is not a bad thing to grieve for the relationship that you're losing. Let yourself feel that. Work through it. Trying to keep it all inside or acting like you feel nothing doesn't give you a chance to move on.
On top of that, remember to consider the realities of a single life. Where are you going to live? What should your new budget look like? Do you need to save for retirement on your own? Do you have a right to any assets from the marriage, such as a portion of your spouse's pension? Get your finances and details figured out so that you can live comfortably and plan accurately.
After that, you can focus on building the life that you want. Invest in old friends and make new ones. Consider things that you wanted to do while you were married, but you never felt like you had the time for. Think about how you can put some excitement into your life -- new hobbies, new experiences or new relationships.
The key is not to simply sit around and think about the end of the marriage. Grieve for it, plan for life after it and then move forward with energy and enthusiasm. As you do it, make sure you know all of your legal rights and options.