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I'd probably go back to bed because I'm clearly still dreaming. If that doesn't work then I'd probably just take my guns and archery stuff and barricade myself in my large windowless shop that only has one door, is sound proof, and made of steel and get some sleep in there.
If I wake up and the zombies are still real then at least I can probably drill some peep holes in the walls and fashion something that resembles a sword or a halberd or something. Maybe something like a riot shield? I do have a fairly decent airgun and that's pretty quiet and allegedly strong enough to hunt deer with so I might be set without having to actually build weapons.
I have plenty of animal traps and water filters and I live quite close to a forest with running water going through it so I won't be getting hungry or thirsty anytime soon.