I was shipped something that's either a knockoff or factory reject. How painful are returns?

The items are all warped and badly painted, so something's not right. They were also thrown in a flimsy box with no protection that got completely smashed but I don't think that's what caused it these issues.

Anyway, do I mark as received before trying to return or just open a dispute? The order was over $400 so I'm kind of nervous about getting my money back.