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Pick up stuff and run away, not necessarily in that order.

Go shopping. Or have your pet go "shopping" for you.

Have your pet kill things. This removes threats and gets you loot and through maybe half a dozen levels, helping you gear up without leveling up (and yes, eventually you want to level up, but you want to do it very slowly if at all while gearing up, because the faster you level up, the more likely it is the game will generate tough monsters you're probably not ready for, like soldier ants or crowds of orcs with poison arrows).

Try to find your way downstairs while avoiding monsters too dangerous to fight and collect more powerful items. Standard NetHack strategy is that you should try to collect an "Ascension kit" of items and know when to use the tools in it.

You can run away, and maybe use the E word

Yeah Elbereth with a crayon.