Got an Amazon item. What do I do now?

I don't use Etsy very frequently as I'm a student with poor income and will opt for second-hand items whenever possible. There's just been a few times I've bought items from artists I love and want to support. I was under the impression Etsy was pretty much all unique handmade items, but I just ordered a 'furniture' item for my cat who need a high spot thinking it was original (I love following people who make cat furniture items on Etsy and I specifically *didn't* want a crappy Amazon item that wouldn't last (see: poor)). I guess it ended up being a scam because I received an Amazon package with an 'as seen on tv' item and it reeks of chemicals. Tried everything to get the chemical smell out to try to salvage it but no dice, have thrown the kitchen sink at this thing and it still smells like it came from a chemistry lab. I feel pretty foolish about it tbh, but I noticed that on Etsy my item still says it's 'pre-transit' even though I got it several days ago. As I am not a frequent etsy buyer, what should I do in this situation? The only thing I've touched is the chemical smelling cloth, everything else is still in the packaging.