Ewww this is super-creepy. What a weirdo!
Thing is, when women get a besotted with a man, they get a bit whiney and emotional, and say stuff like 'he hasn't texted me back and I messaged him an hour ago.' > sad face
But with some men, when they get really besotted, they get OBSESSED, and weird and occasionally quite dangerous. Most stalkers are men, and all the ones who kill their wife or girlfriend (and on occasions their children,) are men.
They become incensed when they are 'rejected.' Many men cannot handle rejection, because some of them think a woman should be grateful for the attention, and that someone 'loves them' and wants them. On a smaller scale, some men think it's OK to sometimes grope their wife/girlfriend, and poke her breasts, and grind up against her, in some bizarre 'I wanna fuck' ritual. 'I know you like it, I know it turns you on...' wink 
Some men (not all,) see women as their property, even when they are not married or in a serious relationship. The man hounding the OP sounds like that.
Send the teddy back (recorded delivery) with a note saying 'I don't want it. And I don't want YOU. Don't bother me again.'
I had a fucking oddball like this stalking me when I was about 18; kept giving me his fave LPs and giving me baskets of fruit and also bits of crap fake jewellery and stuff. He came to my house every single day even when he was not invited or asked.
After about 2 months of this, I rang him and said 'For God's sake Peter. STOP sending me stuff, and quit bugging me. I don't wanna see you anymore, I don't even like you. Go away!' And I hung up the phone.
Every day for about 10 days, he turned up at my house (I mean my mom and dad's!) and sat on the lawn calling up at the window. And crying! 
Creepy as fuck! My dad told him to go away, but dad was a placid softie and wasn't about to get aggressive or anything. Mom yelled at him and was a bit scarier. But this Peter wouldn't leave! In the end, we had to get the local bobby to have a word in his ear. He told him he would be arrested for harassment if he didn't stop. He frog marched him off our front lawn and I never saw him again.
No real names have been used!
@Masterpiece008
But yeah, send the teddy back with a very abrupt note! Making it clear he needs to leave you alone or you will report him to the police. Fuck being insensitive. You owe him nothing.