The bend is very slight, and not nearly enough to have cracked the area near the screw the way it is. So step one is to verify if it actually is a crack or just something in the paint. The only way to do that is to carefully sand or file away the paint until the crack either disappears or you can see it in the steel.

If the steel is cracked, I suspect that the dropout had been bent and straightened before, so things are going to be a bit dicey if you try to simply bend it back.

OTOH, if it isn't cracked, it should bend back easily and without cracking with some gentle levering at the front. You'll be surprised at how easily it bends back.

Often, I'll consider heating the steel to reduce the chances of cracking, but I weight that against the issue of paint damage. If it isn't now cracked, and this is the first time, I'd just bend it cold.

Now if it is cracked, you have a decision. You can take it up with the seller and try to return it or get some kind of partial refund. If you decide to keep it, a cracked dropout should only be repaired by someone who knows what he's doing. I'd remove the screw, warm and straighten it, then possibly repair the crack with some braze, and finish by retapping. This won't be cheap, figure $50-$100 from a framebuilder (who brazes, not someone who only Tigs) or a shop that does frame repairs..

In summery, take the time to know where you are, then consider your options.