I'd tell my parents. At this point, I'm not sure I'd tell my sister....at least not until I see that she's started to get her act together. I'm not sure I'd even tell anyone else (except perhaps, my financial advisor!)
I wouldn't be telling many people at all. If the win were a significant one, there are two major donations I'd make, so other than DH, the first person I would tell would be one of those, the second would be the other.
Seriously, though, I have no SO so that'd be moot in my case. I guess I would have to call my lawyer ASAP, but would tell my daughter, my roomie and my closest friends first.