What is the first thing I need to do to cash out of my 401k?

First thing to do is: STOP & THINK! Make absolutely sure you have considered other options before you pull the trigger oin this, especially if the withdrawal is subject to the 10% early withdrawal penalty. If it is, you should consider other options such as a loan from your 401(k).

After that - the second thing to do is call the plan administrator and ask how to go about making the withdrawal..