What, do you think, should I do first?


#1
  1. What, do you think, should I do first?
  2. What should I do, do you think?
    Are the above sentences acceptable?

#2

Best to combine both as - What do you think I should do (first)?


#3

No.

  1. What do you think I should do first? (This corrected form is acceptable as Alan has suggested)
  2. What should I do, do you think? (This sentence doesn’t make good sense; it also has two questions within itself, which is not grammatical)