Look, I understand that emotions are high right now and that sometimes people say things that they don't quite think through when they're upset.
This being said, please watch this interview of an anti-Trump protestor in Chicago who thinks that Hillary Clinton should sue the United States because she lost the election.
One of the fun quirks of the Electoral College is that sometimes, albeit rarely, the person who wins the national popular vote does not win the presidency. However, it's a preferable system to just letting big cities decide the presidency and completely ignoring the interests of people in smaller states without a lot of people. It doesn't mean that a person's vote didn't count, and there's no grounds for Clinton to sue, even if she wanted to.