If you contact GOG under the support tab (for problem, select "My orders, payments and downloading games", then "order change from regular to gift order") and tell them that you don't want your game, they'll most likely happily convert it into a gift key which will be sent to your email. From there, you head to this thread:
http://www.gog.com/forum/general/gogs_general_trading_thread and explain what the game is, what site you're offering it from (in this case, GOG), and a list of games (or, at least, types of games) you'd possibly want in exchange. Just know that, as a new user, you'll be required to give up your code first since most people around here are afraid of scammers. And on the note of scammers, if they seem suspicious to you in any way, have a low reputation, or have only registered recently, ask them for links to previous trades that they've made in order to verify that YOU'RE not getting scammed.
Also, my personal advice to you if in the future you plan to buy mystery games and you don't have a huge collection of games already (since the system tries to ensure you don't get the same games in your library only if the order isn't a gift) is to gift them to yourself. That way, if you end up with a game you don't like, you can trade the code for something you'll actually want to play. Similarly with bundles where you only want some of the games yet deleting games actually raises the price due to the discount. When redeeming a gift code for multiple games, you can pick and choose what games to redeem and which to leave. Gift it to yourself, redeem the games you want, trade the rest. Most people around here are trustworthy enough to take only the games agreed on in the trade and leave the others to be traded with somebody else.
If you don't want to read all that, basically: Ask the staff to change your key into a gift and then go trade it for something you want.
Happy gaming, my friend!
