Winning the lottery is very rare and usually doesn't lead to financial happiness. There's some great writing out there in how to handle a financial windfall like that, and it's good reading of you want to indulge in your fantasy. You can plan ahead how you'll avoid the pitfalls of other lottery winners.

And if you can afford it I think there's nothing inherently wrong to play in the lottery. It's not the wisest investment, but I've bought a lot of stuff that I was sure about being great, only for me not really being into it.