So how do I check what frame an action is at? Because if this is possible I can make a python script so that when the animation is at frame 1 it does something.
You can add a property (float or int) and enter it into the Frame Property field (right lower corner of your image). Then you can check the property with a property sensor.
Be aware that frames are float. Therefore it is better to check against a range e.g. 0.5 ... 1.5 (Interval mode) rather than a concrete value, as it is not likely to match it.