Saddened because I didn't win the lottery, but if i was to win...?

There is no way to stay anonymous in Georgia when collecting your prize and your name would always be on the Mega Millions site with the list of the other names of the Jackpot winners. There are only about 8 states where you can claim a lottery prize anonymously or create a blind trust which is basically the same thing so a lot of winners names from those states don't appear on the Mega Millions site. In Georgia when you collected there would be cameras and definitely at least one tv station covering it. You would be in your local newspaper and depending where you lived that could be the back page or the front page of the paper. If you won a Jackpot you can claim it as soon as you want but there is a time limit which is something like 180 days to maybe a year depending on the rules of the game before you wouldn't be able to claim it anymore. You would go to one of the lottery offices in the state, most likely the main one to collect your winnings and like I said there would be kind of like a ceremony where you would take photos with the large novelty check before you actually got your real check. In the weeks after the win you could do things to try to remain as private as possible such as move, possibly move into a gated community with security, unlist your phone number, etc. However complete privacy as you know it would be over and it wouldn't take much to find out where you lived among other things.

You have around .0000000000125% chance of winning There would be almost no way of staying anonymous too. T'is a pity, but we must forge on.

You are more likely to get hit by falling space junk then to win the lottery. True story. Sorry to bust your bubble.

You would inform the lottery HQ of your state and pay yo taxes!