What do I do now.. A game was given incorrectly..

Should I still say that I received the key?

Absolutely not!

Let the giveaway creator know what's going on, but do not mark it received unless you receive the proper game. Either leave it unmarked or mark it Not Received until it's all sorted. If they sent the wrong game or key, it's their fault it's activated on your account, so don't sweat that. If the creator cannot supply the proper game, you can then either mark it Not Received or allow him to delete the giveaway. Your choice.

Do not mark it as received as you didn't get the game you won. You would only get into trouble if you mark it.
You will have to contact the giveaway creator and inform him about the situation. He should then give you the key for the right game and if he doesn't you'll have to mark it as not received. Alternatively you could give permission for deletion of the giveaway and then he can ask support to delete it.

don't mark as received, tell the ga creator what happened.
mark as not received after 7 days if he doesn't solve it (you can later mark as received if you get a key from him).

received means you received the game the giveaway is for, not that you received anything at all from the giveaway creator.

You are 3 years on sg. -.- Read the FAQ and guidelines -.-

You already got good advice above. Let the giveaway creator know about their mistake, do not mark it as received. It is up to you if you want to give permission to change or delete the giveaway, or leave it as a "not received" mark against his record forever. In this case it seems like it was probably an honest mistake.

If you mark it as received, then the blame goes to you, it'll appear as if you won a game and did not activate it. So don't do that. :)

Anyway, Dark Ages was a pretty sweet game back in the day, though if you're under 40 years old it'll probably seem more like an antique. :P