Totally depends on the relationship

If it was mostly good and just didn’t work out, then try to approach it without malice. Remember that you loved each other, and approach things with fairness and mutual care in mind as much as possible. Mediation is often cheaper and way less painful than lawyers in these cases. Basically, take care of yourself, but don’t forget why you got married in the first place

If it ended on bad terms do whatever you need to do to take care of yourself. Sometimes that’s just running and leaving it all behind, sometimes it’s finding a shark of a lawyer, sometimes just rallying all the support you can find.