It turns out this is incorrect. Lake Victoria is 23,146 square miles while the US State of Georgia is 57,513 square miles. However, it is about the same size as the Country of Georgia, which is 26,830 square miles or the state of West Virginia (24,038 square miles). Still incredibly massive, and it's not even the biggest fresh water lake! That honor goes to Lake Superior, which is 49,300 square miles, about the size of Alabama or Greece and holds 10% of the world's fresh water (!).
In either case, Lake Victoria has shot up my list of places to go. I'm sure I knew that it was the source of the Nile river at some point, but there's something romantic about being reminded about all that distance and all that history.