The problem with this question is that it would be impossible to verify that I was the only person left. So, I would probably wander around looking for other people trying to figure out what happened.
I would also be wondering why all of the people disappeared and try to figure out how to keep myself from disappearing, figuring that whatever happened was something much bigger than me.
Any answers I give would depend entirely on the cause of the mass disappearance and not really about the fact that I was suddenly alone.
RE: What if you woke up in the morning only to discover you are now the last person left in the world?