seeing as these are eBay discussion boards we can assume that the OP is asking about an eBay related item when they ask "What is the correct protocol to return an item".

What reasons are there that an item might need to be returned to the seller . . . . . . item is broken, counterfeit, incomplete, wrong item or any of the many other reasons that would make an item Not As Described.

To know that the item fits any of these reasons for return then one would think that the parcel/package would need to be opened.