Interesting. So according to that list of wallets that accept Lumens, what I have (My Ether Wallet) is not going to work.
Yes... Because MEW is an Ethereum wallet (which has nothing to do with Lumens).
Another question: what if I sent my Lumens to My Ether Wallet, where would the coin go? (FYI I did not do this, just wondering)
I don't think that's possible. Those are two different altcoins. ETH =/= Lumens.