Be cautious while taming. Your megalodon WILL attract other megalodons once tamed, just like ichys. Make a saddle while taming so you can head to base ASAP, or exterminate any nearby wild megalodons. If you kill other nearby sharks, you'll get some prime fish meat to help speed the taming process!
1. Get an ichthy with a saddle
2. Find a megalodon underwater
3. Kite the megalodon to shallow water with your ichthy
4. Tranquilize it from the shore or a rock safely
5. Make sure you don't keep shooting it after it is KO (I learned this the hard way)
6. Name it Bruce