Won a GA and the key was already redeemed, what do I do?

I guess mark as not received and try to contact the creator :S and, if this doesnt work, open a ticket

You mark it as not received?

Contact the giveaway creator. Comment on the giveaway, add him/her, give it some time. If s/he isn't responsive, mark not received.

Contact the giveaway creator and ask for an unused key. If they don't provide a new key, mark the GA not received after 7 days.

Some bundles give the buyer multiple keys for the same game. I accidentally entered the key I had used as a giveaway instead of the available key. Once the winner told me I simply gave them the other key. It happens sometimes and does not always mean the GA was bad. As suggested just mention it to the creator and go from there.

First, give it another try later, Steam sometimes has hiccups. If it fails, do as Oppenh4imer advises

I had such an issue and when I contacted the GA creator they were very quick to give me the good key (for the right game). Remember, it must be the same game that the GA was advertised for, they can't give you a key for different (even if more expensive) game and ask you to mark as Received!