What to do if you randomly received millions worth of crypto seemingly as a mistake?

Theoretically, if you woke up to your wallet now going from 3 to 7 digits worth overnight through a random transaction, what would you do? Assumingly as the result of an error from someone else, what steps would you do to try (or not) and keep this coin and remain anonymous to the sender and everyone around you?

This is strictly hypothetical, of course