Need help with stress incontinence. What do I do first?

Kegel exercises. I would try kegel exercises to strengthen the muscles that control your urinary control. Also avoide caffeine (makes you pee) you can also try scheduled bathroom trips to keep the bladder as empty as possible. Good luck!
Stress incontinence. Stress incontinence not responsive to kegel exercises is best treated with surgery unless very minimal. Many types of procedures have been developed in the past 25 years. Each urologist or gynecologist seems to have their favorite procedure but over-all, mid-ureththral slings seem to work the best. These are typically placed through a small vaginal incision.
Consult doctor. Consult a urologist or urogynecologist for treatment options Also check out www.voicesforpfd.org.