There is the real world, and then there is the insurance world. In the real world, if a person gets hurt they don't go straight to a doctor unless they are seriously injured. Sometimes, people get in car wrecks and don't go to the doctor right away. They want to see if they just get better on their own. It makes sense, because most of the time we do get better. However, in the world of insurance companies, they will use that against you and call it a "delay" or "gap" in treatment. Insurance companies will argue that since you didn't go to the ER by ambulance, you must not be hurt. If you try and tough it out, they will say that there is nothing wrong. So, if you are in a serious wreck, go get checked out.
Go wherever you would normally go: to your family doctor, an office like PrimeCare or even the ER. At least, you will make sure that nothing is seriously wrong by having a professional look at you, and you followed the insurance company guidelines. Also, make sure that you follow the doctor's orders. I can't tell you how many times I have seen people continue to do heavy lifting, smoke, sit too long and not only prevent themselves from healing like they should- their claim gets denied. Make no mistake about it, the insurance company will reduce or deny your claim for any reason that you give them. Don't give them any excuses. There are also many other laws you should be aware of, if you are interested.