Did you order some no-name brand of helmet? Hard to believe that any of the common and well trusted helmet manufacturer's would not have made a pretty box to put their helmet in.

So based on that assumption, I'd send it back. Not so much because it may have gotten banged around. Which in most cases isn't going to hurt your helmet. But because I want a brand name helmet that can be trusted. Or has a lot of money for my estate if it turns out they messed up something.

The reason they say to replace your helmet after a collision... which by the way, they are talking about a collision to the helmet with your head inside of it. And that will result in the foam inside getting compressed to some extent. So it loses some of it protection ability for certain future collisions.

It's unlikely that the helmet had a head or anything else inside it as it was shipped. So the foam is probably okay and the helmet is probably okay. But seriously, I'd go down to a bike shop, Walmart, Target, Academy Sports, Dicks', REI and anywhere else that I could try on the helmets to see what fit me the best. A helmet that is too loose and wobble on your head is just as uncomfortable as a helmet that is too snug in one place because my orb doesn't match the orb that the brand is designing their helmets for.