These questions are, quite possibly, the most annoying questions on the entire LCSW exam. I remember studying my materials, taking a practice exam, missing numerous questions and scratching my head until it felt like it was bleeding. Invariably, I would wind up missing a few of these "what would you do first" type questions.
The first thing to try and combat my own neuroses about these questions was take them to my supervisor. I would ask him the questions I missed and give him the answers. Interestingly enough we would often agree on the first things we would do, and we would often be wrong according to the materials. How did this seeming exercise in futility help me?
First, it gave me another opinion on the exam. My supervisor was an MSW, DSW and had been in public and private clinical practice for many many years. Hearing his opinion on the question helped me believe in my own gut instincts related to Social Work practice. It also added some perspective to the questions and answers.
Second, our conversations helped me laugh a bit at the exam and alleviate some of the stress and discomfort I was experiencing related to taking the test. Thankfully, we had the kind of supervisory relationship where we were able to talk freely and laugh at both our successes and failures. The relationship provided me an opportunity to study for the exam and understand that Social Work practice is a complex entity that cannot be fully encapsulated in multiple choice questions.
Finally, our conversations helped me reframe the questions so that I could take my incredulity out of my reading of the questions and answer them as best I could. For me, that reframing of the question proved vital. When I would encounter a question that me what I would do first, I would read the question as "Blah, blah, blah, what would the book do first in this situation?" (Usually with the first part of the question replacing the blah, blah, blah). I needed to "divorce" myself from the question so that I could think as the materials would want me to and answer the question appropriately.
So, how might this help you prepare?
(1) If you still have a supervisory relationship, use it for preparation when you have the opportunity. Bounce your missed questions off of the supervisor and learn from their experience in the field. If you don't have this kind of relationship, then find a Social Worker whose practice you admire and sit down with them and ask for their help. You may find that they answer a question the same way you do and you can feel some vindication. They may answer it "correctly" and can help you understand their rationale.
(2) Find a way to put the questions into words that you can stomach. Social work is a wonderful, diverse and complex discipline. Not everyone practices it in the same manner, nor should we. However, the exam attempts to measure your knowledge according to the assumption of a "perfect" world practice. Therefore, we have to put aside some of the methods we have learned and enter a "perfect" world in order to answer the questions as asked. Read the question with whatever reframing you find most helpful, then answer according to your understanding of the study materials you used rather than the experiences you have. Your experiences are important, yet for the exam your ability to study and recall is more important.
Good luck in your studies, I hope this helps.