If I won millions, I would first make sure to never run out of money for the rest of my life (so investing it wisely, more secure than risky for the most part).
I would make sure to never have a debt as far as possible.
And most of all, I would try to decide how I want to spend all my time. You will have more time because of not working, but still would lack enough time to do all you want. And anyway, you don't want to get bored so you could decide to make trips, find new passion (learning martial art, learning to drive a race car, going to hunt,raise a family, whatever you want to do).
Just my point of view of it!