Anything you normally do when you feel that way! Sit or lay down, have someone get you some water and food, and give yourself some time to let the feeling pass. Laying on your left side is best so that your uterus rolls off of the blood vessels bringing blood back to your heart. The most important thing is avoiding falling down and hurting yourself. So, as soon as you feel woozy or dizzy, sit or lay down on the ground or in a chair.
Most of the time, the problem is a lack of blood to your head. When you’re pregnant, blood tends to collect in your legs. Your blood vessels relax to allow for increased blood volume and your uterus puts pressure on the vena cava, which is the large vein that draws blood back from your legs to your heart. These factors mean that more blood stays in your legs and that blood has a harder time getting back to your heart. Because of this, there is relatively less blood going to your head sometimes and this may make you feel like you are going to faint.
Blood moves up from your lower extremities with movement of the muscles in your legs. The veins in your legs run through the muscles; when the muscles work, they squeeze the blood upwards back to your heart. So moving your legs helps whereas standing very still may contribute to you passing out. You also may want to wear compression socks to help blood flow and reduce swelling. You should certainly try to maintain good fluid and food intake throughout the day to keep your energy up. Also avoid heat like hot showers. Your blood vessels will dilate even more when you are hot and a really hot shower in the morning could cause you to pass out. Conversely, you might feel better with a cool rag on the back of your neck.