Surviving A Gun Shot Wound
If you have just been shot in a nonlethal area by a gun and medical attention is not close by what should be your immediate steps if you are in a combat situation, wilderness setting or trapped somehow?
And for god's sake don't try to rip that bullet out unless you have no other choice.
Even in the unlikely event you have tools suited to the task, you almost certainly won't be able to deal with the internal bleeding that slug's presence is likely blocking.
Plus you will get the adrenaline shakes once you start to clam down after all you will have adrenaline pumping into you until you are in a safe location and able to treat yourself. Between that come down and the shock this is where you will be at your most vulnerable.
If you are shot in a nonlethal area, you can still bleed out surprisingly quickly. First thing to do is find cover/shelter/escape and make sure you don't get shot more. Once safe you want to determine if it was a 'clean' shot (Through and through) by trying to find the exit wound. If you can't find it, then that means the bullet is still in you. Leave it in there, as it may be helping to stop some of the bleeding. If it was a clean shot, then you now have two holes to contend with. You now have some evaluation to do. The number one thing is to not panic, as you will most likely pass out from shock/loss of blood pretty quickly. If you think there are others around who can help, then get them to call 911 and get to emergency care. If you are alone, then I would personally tie a tourniquet and try to get somewhere where someone else could help me. Generally my rule is if blood is freely flowing from the wound after 15-30 seconds, then it needs a tourniquet. If you see signs of coagulation after that time, then you are probably safe to just keep pressure on it and try not to move too much. However you need help, so not moving may not be an option. Tourniquets will cut off blood flow to everything below where it is tied, so you may lose that appendage, but what is the loss of an arm or a leg compared to your life.
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The military allows the use of tourniquets as a last resort. There are steps to go through first, like a pressure dressing. If a whole limb is gone then it's definitely time for a tourniquet. If it is a wound in an extremity they recommend using a belt and a stick and loosening it every so often so the casualty doesn't lose the limb.