First step would be to set up a series of precautions to ensure I cannot be harmed, inconvenienced, slowed down, killed, or otherwise affected by any force, concept, being, existence or non-existence without my express permission. Additionally, I add in an "escape clause," per se, in which everything will be reset back to when I first arrived should I somehow be killed/wiped from existence, with myself being restored to life/existence once this happens. Then I add in more specific traits, like agelessness, immortality, INFINITE POWAH!!! etc.
THEN I start makin' them universe thingies everyone's been talking about.
Basically, my universe would be, in actuality, a "hub world" of sorts, with all the interesting stuff going on in the different realities. By realities, I mean an infinite series of completely separate sub-universes (sort of), each ever so slightly different from any other in some way, varying from realities where flying telekinetic roosters rule the galaxy to realities very much like our own. And, as a matter of interest, there would also be an infinite number of realities that are, for all intents and purposes, identical, with differences so minor as to be imperceptible. All fictional universes would be included as well, as they fall under "infinite possibility".
With this well of infinite fun and interesting things to do, I'd go and screw around, doing whatever I want, from being essentially the Doctor to being the Doctor's companion to living an average mortal life with no knowledge of my former self, but of course returning to my invincible form upon death, to living a lifetime as Link from LoZ, to living as a TES protagonist.
