Take pictures! Of your yard, of the hail, any obvious damage. Take pictures of hail next to a ruler or something that clearly shows how big it is. Check your A/C units, garage door, window screens and snap photos. It is ok if you miss this step but it sure can be helpful.
Before contacting your insurance agent, you should have a reputable roofing contractor inspect your roof for potential hail damage as quickly as possible. The roofing contractor will walk your roof to assess if it has sustained hail damage to reasonably justify an insurance claim and can help prevent you from filing unnecessary claims. Any quality roofing company will do this for FREE.