1. Protect That Ticket and Take Your Time
First of all, protect your winning lottery ticket. Make paper copies, store digital copies, invest in a home safe or take the ticket to the bank to store it in a safe deposit box.
Once you have your ticket secured, take your time to contact the lottery authorities. This is for several reasons, but primarily to allow the media hoopla of a big winner to die down and to give yourself time to breathe and plan for your soon-to-be new life. Most lotteries give winners up to 180 or 365 days to claim their prize, so taking a week off before claiming yours can do a lot for your mental state.