Crouch in a doorway, a corner, or other structurally sound area. Wait until the skies are clear. Do not fly kites. Go indoors if possible. Unplug electrical appliances.
Computers are especially dangerous.
If neccessary, you may club geeks over the head and forcibly drag them to safety, although this should not be done unless you actually hear thunder. This is Minnesota. Do NOT attempt to surf the wave. Unless you are Keano Reaves in a bad movie about parachuting bank robbers. Several minutes or hours before the wave hits, you may notice telltale signs of something wrong such as the entire ocean appearing to spontaneously recede from the beach.