If I won the lottery (I don't buy lottery tickets, but roll with me here), I'd go to graduate school. Multiple graduate schools, in multiple subjects. There's so much to learn, and so many beautiful places in the world in which to do it. European two-year masters degrees are perfect: lots of depth, without a vast time commitment. I'd do an anthropology degree; archeology; something in history; art history. Urban planning is fascinating. Experimental economics. Do one at Oxford; another at Trinity College, Dublin. I'm sure there's something worth studying in Wellington, NZ. I'd improve my Spanish to the point that I can read Spanish poetry at Madrid University, then find something else interesting to dive into somewhere in South America. I'd endow a chair or something everywhere, so no one looks too hard at my pre-reqs, and I wouldn't worry about grades, but I'd still work damn hard, because everything about it would be a joy.
If you're just talking about a normal retirement? I'd go back to doing theatre, which was my first love, and the thing I was better at than anything else I've ever done. Acting, directing, teaching, writing. Theatre people are my people. Making theatre was my passion, and I could do with some passion back in my life.