In this situation, I think I would:
First, check my Amazon account and make sure I hadn't been charged for anything that I didn't order.
Second, take the package to Kohl's (which is an Amazon return agent) and tell them the story and let them take care of the problem. Indicate to Kohl's that you can't request a return sticker because you didn't order anything in the first place, "It just showed up on my doorstep".
Third, walk out of the door without the package.