If it was addressed to you specifically, by name at the correct address you are probably free to do whatever you want with it. It could be considered an unsolicited gift.
If anything in the address is wrong, or if your street name has an East/west etc and it may have been delivered incorrectly you may have a problem.
If it was delivered by UPS, FEDEX or such you should be able to get the sender info by calling customer service and explaining it was an unexpected delivery.
Then think about who you know that would send you something like this.
Talking to your local police probably can't hurt.