Panic. Then get myself under control and find out if I'm still in Chapter One. If I am, I try to talk my MC into moving a little faster and join him in fleeing, because wearing these clothes in a medieval setting (jeez, I might not even speak the language!) I'm probably going to be thought of as a spy, and, man, the inquisitors are not nice people!
At other points... I'd try to save whatever character I'm with the agony they're getting involved in and flee east, where people aren't so excited about disembowling each other, then try to figure out how I was going to get back to this world. I do not want to live there. Like they say in Timeline - "The only thing worse than dying here is living here."
Man, that'd be terror incarnate, even with the advantage of knowing what happens. I don't even want to dream about that.