Pre-milk came in!! What now?

FTM. I know this is natural and was going to happen, but I did not think it would happen today. I've been having some stinging in my breasts, figured it was down the road.
36w4d, was in the shower and I saw a white line across my nipple... Thought maybe it was soap? Squeezed it and more came out. It was a "holy f*cking sh!t" moment.
Now, with that being established. What now? Should I start pumping? Colostrum is what's first, right? I don't want it to leak out and be wasted.
 This is so surreal. Baby is around the corner!