Assuming it's true, then you really have started off the new year in wonderful fashion.
We get a lot of customers here who are contacted by false emails, letters and phone calls announcing that they have won a lottery, contest or a sweepstake. So forgive me if I have to ask you some stupid questions but:
Are you sure that this is legitimate? (meaning that you or someone you know who picked this up for you, gave it to you and you scratched it off yourself and found that you were a winner?
Is this a NYS lottery ticket? If so, if it is under $600, you can take it to the any retail establishment that is licensed to sell NYS lottery tickets, and they will cash it for you. If it's large, and it sounds like it is, there ought to be instructions on the back of the ticket that you can follow. Otherwise, you would cash it at one of the NYS Lottery's regional customer service centers, or send it to the lottery center by mail. You can read about how to claim your prize at the NYS Lottery's website here. (see link)
If it's any other kind of a lottery, let me know.