$10M in US $100 bills would take up over 100 liters of volume, which would fill about five rather large briefcases. The cash itself would weigh over 200 pounds. Strictly speaking, it's impossible for someone to walk up to you on the street and simply "hand" you a briefcase full of $10M. They would have to wheel them to you on a cart, which would undoubtedly attract far more attention than is safe for this sort of transaction.
Incidentally, it's amusing to note that $100 bills are actually more valuable than gold relative to their weight. The obvious next question would be, what's an even denser store of value. For one amusing example, Cristiano Ronaldo has a transfer value in excess of $130 million by last valuation, and weighs less than 200 pounds, making him more than ten times as valuable as $100 bills per unit weight, let alone gold. Judging from the transfer market, it would seem that many top-flight athletes are literally worth their weight in gold.
Yeah, that's why we abolished the $500 bill in this country. I'm surprised the EU has currency in that amount. I didn't think to investigate other currencies because the guy I was replying to said 10 million dollars. Perhaps 10 million euro would fit in a single large briefcase (and be worth more than 10 million dollars to boot).
By weight you are absolutely right but considering density it is a much closer call. A kilo of Ronaldo (assume 75kg) costs 1700k and takes about 1dm3. In this space you can fit 19.3 kg of gold worth 1016k. So impressively Ronaldo is worth more than a solid statue of himin Gold.
The obvious next question would be, what's an even denser store of value.
Interestingly, high-denomination casino chips, some professional players don't cash them out since it's much easier to transport them to their place of staying.
You're assuming that there is actually someone walking around out there with a briefcase full of $10M that he or she intends to give to someone. At least with the lottery you know that someone is actually getting a lot of money.