For anyone that wants to return a console and is alright with store credit, this has worked for me in the past:
Tell them you received the console as a gift but don't want it and they didn't give you the gift receipt. You didn't want to ask for the receipt and seem ungrateful, but you did find out they purchased it from "this store".
As long as everything is sealed up they have always given me store credit. Works at Target and Walmart, but I'm not totally sure about GameStop or other retailers.
Edit: I could be wrong about the retailers so best to call first and confirm.