Not available in this country

ask for a reroll.

contact the GA maker and ask for a new gift....

you can be nice, and agree to delete the GA. but the maker should be aware of the region locking of steam

If it is a region free gift, that is for some reason blocked in your country, give it back to the giveaway creator and ask them to re-roll.

If the gift has a region locked description, e.g. "can only be activated in Germany", but the giveaway was region free, ask the GA creator to provide you with a region free copy.

There is an exception to the second case. Many 2-packs provide region locked copies that have no description saying so. So there is the question, what game did you win?

it depends on circumstances, but, you should definitely contact the GA creator.

If you're in an unusually restricted region (e.g. Germany) then just ask GA creator to create a reroll
If the game is for a cheap ass region (e.g. Russia) then ask the GA creator to give you a ROW version

But please be understanding of mistakes, and don't be rude (especially if the GA creator is relatively new here)

he is from russia and the giveaway was region free