Besides studying lotteries & the like, I’ve actually had some people close to me experience major windfalls. I’ve learned there’s all kinds of things you SHOULD do if you experience a major windfall, but most people don’t.
Besides accounting for taxes, you should divide the “fortune” into distinct pools: some for fun, some for necessities, some for investment, and if it’s your nature, some for charities. (Which, if possible, should be distributed directly to the charity to avoid taxation issues.)