Final answer:
The social worker should first conduct a mental status exam to assess the client's cognitive and psychological state before considering further referrals or interventions.
Step-by-step explanation:
The social worker should first complete a mental status exam. This is the immediate and most appropriate course of action to assess the client's current cognitive and psychological state. By conducting this exam, the social worker can gather information on the client's thought processes, attention, memory, orientation, and other cognitive functions. The mental status exam serves as a preliminary assessment that can inform whether further medical evaluation, psychological testing, or other interventions such as therapy are necessary.