This one can also come through the post!
You receive an email (or letter) which states that you have won a major prize in an international lottery. Supposedly, your email address (name and address) was collected online or from a survey etc. and attached to a random number that was subsequently entered in a draw for the lottery. In order to claim your prize, you are instructed to contact the official "agent" in charge of your case. You are also advised to keep the win confidential for "security reasons". This part of the scam is basically a random phishing expedition. If you respond in any way to the email, the scammers will send further messages or even contact you by phone in an attempt to draw you deeper into the scam.
In the postal version there is usually a pre addressed envelope (may also be pre paid postage) for you to return the claim slip and your cheque.
DON'T reply. There was no Lottery. There were no winners. The only prize money is how much the scammers can take from YOU! (and you won't see it again!).