Realistically? I'd probably die in a world without indoor plumbing.

A little less realistically:

Let's assume that I at least speak and read/write the language of Westeros (or wherever I land) and I am reasonably well versed in the timeline, thanks to reading the novels. However, because I just woke up in Westeros, I have had precisely zero time to plan for this eventuality.

I think the first thing worth remembering is a bit from A Connecticut Yankee in King Arthur's Court: Westeros lacks a lot of the communications and bureaucratic infrastructure we take for granted. While people communicate with each other via maester-handled ravens, and horse-bound courier, there's no established infrastructure like the telegraph, or even the Pony Express or the printing press. This means that it's a very, very large world to the average smallfolk, or even presumably to the gentry or lower-class nobles.

Consider: In our world, if somebody with a conehead says he's from France, I can quickly look up the French people on the Internet, and based on his customs and the way he looks, I can quickly determine he's not French (aside from the cone on his head). You could even accomplish something like this in the age of the telegraph and the printing press, when it would be possible to find pictures of French people in books.

In addition to the lack of communications infrastructure, we also know from the stories that there is no real tradition of education in Westeros, beyond an apprenticeship custom among the lower classes and tutors for the upper classes. Indeed, the maesters hold nearly all of the world's knowledge, and they share it outside their order only at their discretion.

What does this mean as a practical matter?

It means that it's a very big world. If I wake up in my Modern American garb in the Vale, I can tell people I'm from Riverrun. If I'm in Riverrun, I'll tell 'em I'm from Dorne. In Dorne, I'll tell 'em I'm from Braavos. And so forth. As long as I can appear to be a nonthreatening foreigner, then I can explain away my funny clothes, my weird manner of talking, and so forth.

Second point: If I've learned anything about Westeros and Essos from A Song of Ice and Fire, it's that my best survival tactic is to keep my head down. If I have personal political power, I can chance the game of thrones. Otherwise, it's better to stick to my own business and hope the Lannisters, Starks, Tyrells, and so forth of the world don't notice me.

Now, to the next bit. If I've got a choice of where to wake up, I'm headed for the Free Cities, preferably Braavos. That city seems to have the most stable political situation, which is a plus for my "keep my head down" strategy. Additionally, Braavos has a strong cultural bias against slavery, so I'm less likely to be turned into some kind of slave or bonded servant for the crime of being foreign and ignorant.

It's also a hub of commerce, with a lot of people going in and out. This is probably the best place for my "Yeah, I'm a foreigner from mumble mumble" gambit. Enough foreigners pass through there that my ordinary modern garb isn't going to draw that much attention.

But what will I do?

I'm about 40 years old and overweight, though most people assume I'm in my 20s. In real-world Earth, I practice law. I am also a fair writer, I have taken a few classes in improv, and I am pretty good at cracking jokes. The best direction for me, bar none, is to head for the mummers' playhouses and look for a job as a mummer at one of the lesser playhouses.

I'd learn the city and the local idiom, and maybe try my hand at writing a play or two. But mostly ... I'd just stay a mummer. Not the most honored profession, but at the end of the day, I'd probably earn enough coin to keep a roof over my head and food in my belly.