If you are absolutely certain that the Beardie is a male, instead of a female, (and you did not make an error during ordering process) you should contact the seller to see if they can offer some remedy to your having received a missexed Beardie.
If you still wish to have a female, instead, see if the seller will replace the Beardie.
If you wish to, now, keep the Beardie, you could always see if a partial refund can be had [either the price difference, of male vs. female (if there is one), or due to their error].
Either of those options or, should you decide to, do nothing and enjoy the Beardie.
BTW If you contact the breeder for remedy, and they basically say "too bad so sad", you could always post about it in the appropriate forum.
I don't know what size box, that the seller sent the Beardie in, but,
if it was too small, that would be cause for your being upset and they should improve their shipping practices.
Beardie poo, generally, does have a fairly foul odor.
However, it may not be a bad idea to have the Beardie checked for parasites.
To clean the Beardie, let it soak in warm water. Then, also with warm water, gently clean the Beardie with a soft bristled toothbrush.
Repeat, another day, if needed.
Eventually, (via cleaning &/or shed) the odor will diminish ... unless, of course, the Beardie runs through, or lays on, its feces.