Here in New Zealand we experience a lot of earthquakes every year and most people know what to do. Plenty of common sense advice really, like don't run outside during one, keeping away from windows or any loose furniture, duck under a table or under a door frame.
All schools and most workplaces have earthquake procedures in place and children have regular drills.
I guess if you have never experienced one before it can be intimidating but the best advice is don't run outside or there is a strong possibility you will be struck by falling masonry. Door lintels are usually the safest point to ride it out, then get out.