How do you handle a gift you received without knowing it was coming?

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I have received gifts that I had no idea were coming. The gift was a surprise so i didn't have one to give in return. I was caught off guard. I had to honestly say that I did not have one to give in return becasue i didn't know we were eschanging gift. I did give a gift to that person. What would you do in that situation? Is there a right way to handle it?