First, the urge to put money somewhere could be a problem. Examine why you feel this way - closely. It could be you're letting emotions take over and that's rarely a good thing.
Second, you didn't mention debts. If you have any, you might look at the interest rate (including government freebies) and compare that to the most likely return you'll get. If your interest rate is higher than your expected return, paying off the debt wins.
Third, what kind of reserve fund do you have? If you don't have 3-6 months of expenses in a ready cash, consider creating an emergency fund.
Fourth, if you have not maximized contributions to tax-advantaged accounts, consider doing that. If your employer offers a match, really consider that.
Fifth, avoid the temptation to tell others about your windfall.
Sixth, has someone helped you who is now in need? Think hard about it. If so, consider helping them out.
Seventh, be sure you understand the tax implications of receiving the money. How much will you owe, if anything. Make sure that money is securely set aside.
Eighth, if everything else is taken care of, think about the lifestyle you want to lead. Do you have enough money now to retire? How attractive does that possibility sound? Taking that path means taking less risk with the money.