It should go without saying that if you get an e-mail saying you won something -- and you didn't enter -- you should just delete it. This is a common scam.
Here's how it works: The e-mail says you've won, but to receive your lottery winnings or whatever the prize is, first you must pay the taxes or a handling fee. You hand over your cash and you never hear from this person again. Or, you are told you won a hotel or resort stay, but in order to use your prize, you have to pay for your own airline ticket -- booked through the agency that is awarding you the "prize." The ticket price will be inflated to cover the cost of the hotel.
If you didn't enter anything, you didn't win anything. And even if you did enter, taxes go to the government, not to the organization running the contest.
Also, do not give out personal information such as your Social Security number or bank account number to anyone to claim a prize. They're just trying to steal your identity.