Megalodon prefer raw meat than raw fish meat, so don't try to kill water dinos to tame your megalodon. In low level, they have low weight, but if you increase its weight, it will be perfect. Megalodon always spawn near red obelisk, so go to the ocean and you will find a lot of megalodon. Remember: If you don't tranquilizater darts, use a crossbow and shoot tranq!