>> You are hurting; that means you're alive. First things first, find your glasses. (And hope like hell as close as that gunshot was to your ear, it didn't shatter a lens or two. You might be down an eardrum, you can't afford to have your vision impaired.)
(This episode of Sesame Street command brought to you by the letter O for Ophthalmologist, definitely not the number 20/20, and someone who occasionally has trouble finding her glasses without her glasses.)
Okay relax. The sharp pain was the combination of the hitting your head and the gun going off next to you. You might have some powder burns but those are just superficial. Dust yourself off, grab the gun, and bolt.
Make sure you can move everything and you're still functioning-- no broken bones or brain damage, plus see if you can take care of any potential powder burns from the gun-- and then take a quick look around to make sure no one saw that. Especially not that ooze thing. If all is well, you might need a smoke to settle your nerves. On the upside-- yay, you now have a gun. Hopefully there are more bullets in it.
If you have to scream, hurry up and put your hands over your mouth first to muffle it (or stuff your jacket sleeve into your mouth). The noise might attract our slimy, oozy friend... although the gun might be handy for a potential round two.
Seconding checking the status of your eardrums and face-- there's a lot that could have been damaged (at the very least, expect your ears to be ringing for a few minutes and some GSR on your face).