The thesis would consist that, although the probability of winning classical lotteries is near zero (typically between 0.0000007% in the case of Euromillions and 0.000003% in the case of national lotteries), people is willing to pay an excessive overprice because they are buying the right to dream about the possibility of winning.
Participation in the lottery is extremely easy because they will charge you a very little amount for participation. And the prizes for the lottery are usually mouth watering and very big.
That is the main reason why we see a lot of participation in the lotteries although most of the participants know that winning is extremely unlikely in the lottery.