How will society be affected if aliens came and gave us advanced technology millions of years ahead of our technology?
Millions of years advanced? About the same way a marmoset would be affected by being told how computers work. Even an ancient Roman would take a few years just to understand how the internet is being used by people - the basic concepts everyone grew up with just aren't there.
Aliens a few thousand years advanced? Since, at least according to Einstein (and I'm not going to argue against him) FTL is impossible, they'd have gotten here by magic (400 years, at least, just from Proxima Centauri - and it has no planets that we can find that could support life as we know it), so I'll return to reality, if you don't mind.
(Why is everyone suddenly so concerned about alien visitation without actually thinking about the fact that travel like that is science fiction, not reality? Stick to Star Trek - star exploration is going to be done by telescope for the foreseeable future. And probably for the unforeseeable future too.)