That's an odd way of putting it, indeed.
You would actually be returning the jacket to the seller, using a Delivery Confirmed service. In North America that would be Canada Post's Expedited Parcel,which is also insured up to $100 against loss or damage in transit.
Delivery Confirmed are the important words. If the jacket sold for more than $250 (including postage) you would need to purchase Signature Confirmation.
The seller should refund you promptly once the jacket gets back to her.
You will NOT be refunded the return postage (and WalMart will not pay your busfare back to the store to return a purchase from them, either.)
If the seller does not refund promptly you have up to 45 days from the purchase date to start a Not As Described dispute.
Two points- if the seller is overseas, the cost of return by ExpressPost International starts at $40. You may be better off taking the plunge and selling it yourself for whatever you can get.
When buying online, the manufacturer's size is irrelevant. You need actual measurements. And if you are buying from China or India, remember they cut small and really don't understand how big North Americans are.