They sent me the wrong item.
'Spedito' — spe-DI-to. Three syllables.
Use when you receive a completely different item from what you ordered. This is the shop's error, so you are entitled to a free return and correct replacement or a full refund.
'Mi hanno spedito' uses 'hanno' (they have) impersonally — no subject is stated. 'L'articolo sbagliato' means the wrong item. In Italian, blame is often expressed impersonally like this — 'they sent' rather than 'you sent'.
Questo non è quello che ho ordinato.
This is not what I ordered.
Focuses on your order, not their error.
Ho ordinato il modello rosso, non il blu.
I ordered the red model, not the blue one.
Specific — names the discrepancy.
C'è stato uno scambio.
There has been a mix-up.
Diplomatic — implies accident.
Italian e-commerce is heavily regulated. Shops cannot charge return shipping if the error is theirs. If they try to, reference the Codice del Consumo — mention it by name and the issue usually resolves.