I would contact the company and let them know - it is the honest thing to do.
I have had things I haven't ordered included in my online supermarket shop, and have always rung them. Mostly they have told me to keep the items, but occasionally they send the driver back for them (most recent time that happened it was 2 bottles of really nice wine, last Christmas
) - I was sad not to get told to keep the wine, but I know my conscience would really bother me if I hadn't done the right thing, and that matters more, to me.
Fwiw, keeping something you have not paid for is dishonest. You didn't set out to steal something, but once you know you have something you have not paid for, you have a decision to make - you have to decide to be honest or dishonest.
And it is not a victimless crime. Retailers and companies build a bit into their pricing structure to cover loss from theft, breakage, etc - it is the customer that pays that, not the company or the shareholders. Every pound you spend in a shop includes a percentage to pay for things other people have stolen, either shoplifting, theft or people who realise they have something they have not paid for, but don't own up and offer to pay. I don't know about you all, but I would rather not pay more for the things I want/need so other people can be dishonest.