You may want to check out ACA plans for insurance, too. Depending on what your needs are and how much your employer was paying, COBRA coverage may be significantly more expensive than your options under ACA. Also, COBRA will only last as long as the company does. (see discussion downthread)
Losing a job allows you to enroll in ACA plans outside of the normal enrollment period, but only for a limited time, so check into that soon if you want to.
I had exactly, precisely the same thing happen to me. I agree with 1-5 above (and 6 in the child post).
Try (really hard) not to get depressed and find a weird way to enjoy this unforeseen break in your work life. You probably won't get any other breaks like this unless you decide to take them or get lucky.
[1] FAQ about COBRA https://www.dol.gov/sites/default/files/ebsa/about-ebsa/our-...