If you receive someone else's FedEx package by mistake you should look on the address and if the address is close to you then take the FedEx Package to their house.
Knock on the persons door and let them know you got their package.
If they are not there then just leave the package at their door for them and leave a note saying the package was mistakenly delivered to your address.
I have gotten other peoples packages and even mail before through FedEx and USPS and UPS.
The addresses were usually on the same street so I would just go take it to them and most times the person would be home.
They would thank me for bringing it to them.
If you can't find the address then call FedEx and let them know and they should come by and pick the package up and redeliver the package to the correct address.