What should I do ?

no, you can't check it

unless you want to risk to activate it on your account (assuming you don't already own it, in which case Steam will just tell you, you own it, without telling you if it's used or unused)

you can check if the guy has the game from his steam profile..
( this tells you if he activated it or not atleast)

Mabye you can ask Amazon for a new key. Tell them the one you have is a dupe.

People have bet me to it

Thanks guys. The game is not in his library, I will contact Amazon Support.

It looks like you gave away 2 of the sonic bundles. I'm assuming the game in question is Sonic 2.
That might be one of the games that gets listed as "SEGA Genesis & Mega Drive Classics" rather than Sonic 2 (I think 3 other games in this bundle activate as that, though they will only have whatever game it was supposed to be). Check that person's profile and see if that is one of the games they have.

If they dont, you may have given them the code for the previous Sonic 2 that someone already won. Check your keys again for that game and give them the other one.