"VFR into IMC is a big killer of VFR pilots. I'm not Instrument rated and don't have an autopilot to rely on in my airplane. What should my first action be if I ever encounter this situation?" - John C.
“As with any emergency, remember the big three; maintain aircraft control, analyze the situation, and take proper action. Obviously maintaining aircraft control is the most important element.
I recommend that your first step is to take a deep breath. Yes, it is terrifying to be in IMC (unexpectedly) but in reality, nothing bad has happened yet. In most aircraft situations a slow measured response is preferable to a quick response. A rapid and aggressive turn can induce vertigo and real problems.
You know that right behind you is VFR weather, so if you can confidently accomplish a slow 180 degree turn on instruments, you can be out of the weather pretty quickly.
Do NOT trust your senses, because vertigo will lead you down a dangerous road to an unusual attitude! With the loss of visual references, your inner ear will be giving you misleading information. Trust your instruments and smoothly turn to the good weather.
When conditions permit, contacting ATC will be helpful, but should not be a distraction or compound your (immediate) situation.”