Best answer in a reddit thread: https://www.reddit.com/r/AskReddit/comments/24vzgl/you_just_won_a_656_million_dollar_lottery_what_do/chba5nw
So, what the hell DO you do if you are unlucky enough to win the lottery?
This is the absolutely most important thing you can do right away: NOTHING.
Yes. Nothing.
DO NOT DECLARE YOURSELF THE WINNER yet.