The third thing James does (the first two being briefly panic that he's turned into a fictional character and cheer at the fact he's turned into his super awesome wizard in his favourite game, because who hasn't had that daydream) is start casting spells, hands moving with a muscle memory he never had even as he perfectly recites words he's never spoken before. Actually feeling blood money is certainly a downside to this strange merge.
He's still marveling at it when he hears the rumble of thunder, though when he looks to the sky he sees no sign of a storm, he does however notice that he's been floating the entire time.
He flies in the direction the sound came from.

Spoiler: Spells/OOC
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I forgot to ask how you want to handle familiars, so I'll just be leaving Frilzrys in his satchel for now.
Extended Greater Shapechanger's Gift, set to human though he's currently remaining in his own form, he expects it to be necessary if he investigates the nearby party, but is unwilling to risk it until he knows more.
Extended Mindblank (CL 22, 48 hour duration)
Bloodstone Mirror (CL 22, 22 hour duration)
Lesser restoration, either once or twice depending on the roll
(1d4)[3]
Heightened awareness. (CL 22, 7 hours 20 minutes duration)