It is important to stay inside and not go out as there will be a lot of flying debris. Sharp glass, pieces of metal, and other objects are a hazard. Do not walk around to see what is going on. Fallen wires may be live so stay away.
Keroscene space heaters can heat a house when power is out, plus they are portable and do not require a lot of space for storage. You also need to have ample food in the house for any emergency that could occur.
As always to be prepared is half the battle. I keep flashlights and battery packs for wen the lights go out. A small generator is also good. You should also have a radio.