They did not all go out on the same day. The first was South Carolina, on December 20, 1860. By February, 1861, six more states from the deep south had also seceded. The other four of the upper south did not go out until after the firing on Fort Sumter. The day after Sumter surrendered Lincoln called on those states of the upper south to help fight the states of the lower south, so they had to chose whether to stay in the union and fight their neighbors, or go out and join with them. The last was North Carolina, on May 18, after Virginia and Tennessee had also done so, leaving them "surrounded" by states of the Confederacy.
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South Carolina was the first state to secede from the Union.
Little known is that the Southern states did not violate the Constitution by seceding. Most likely, the writers of the Constitution did not foresee that states would ever want to secede, and so they made no provision for dealing with secession. Three years after the Confederacy was defeated, the 14th Amendment to the US Constitution was ratified, making it illegal for any more states to secede from the US. Since the Civil War there may have been motions in some state legislatures to secede (I have heard about one in Alaska) but no US state has yet violated the 14th Amendment.
No. Only secession required action on the part of state's legislators. Unless articles of secession were voted by a particular state, that state would automatically remain part of the Union. And only in the southern states was there sufficient popular sentiment, economic motivation, and legislative willingness to actually secede from the U.S.
On January 10, 1861, Florida delegates, who were meeting in Tallahassee, the state capital, voted to secede from the U.S. With that action, Florida became one of the original 6 states to secede from the U.S. and form the Confederacy. (A factoid from America's Library.)
Texas was a southern state during the Civil War.