Kohl’s Card Cancellation

So I was buying a hoodie at Kohl’s, and when I was checking out the cashier asked me if I wanted to sign up for Kohl’s Rewards and save an extra $5 on the hoodie. I said sure and she just told me to fill out the info on the pin pad, so I did. I was really surprised to see how in depth it was. Then as I was leaving she handed me a cardholders agreement and told me that I should be receiving a card in the mail and as I walked to my car I read through it and realized that I had just signed up for a credit card with Capital One that I don’t want.

I know I’m probably at fault for not asking questions, but looking past that I need help. I already have a Discover IT card and I’m just not ready to get a second line of credit that I can only use at a store I rarely shop at. I’ve just received the card and I haven’t activated it yet. Should I just never activate it? Should I activate it so I can contact them and cancel it that way? I haven’t even made an account on their website yet because I need to activate the card to do so. All help is appreciated!

Edit: I’ve been advised to just keep the credit card and use it rarely so it will help my credit in the long run. Thank you all!

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