Sounds as if you opened a case and the case has been closed by the seller.
I assume it was a private seller as business sellers have to accept returns for any reason.
You may be able to get a refund from your payment provider but, first of all:
When did you receive the item? You only have 30 days to open a case.
What reason did you give for wanting to return the item? (My guess is that you chose 'wrong size'.)
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)