I am not sure why, but I think it was a mistake. Is there any way I can return the coin to sender? This particular transaction happened on coinbase.
This happens sometimes. It is the result of a thing called 'address collision'. While some stupid bitcoiners think it can only happene once in a blue moon, it is actually not that infrequent. Computers which generate addresses don't bother to look up whether or not a so called 'new address' has already been generated and used. When you computer generates a new address, it is totally possible that the address generated was generated previously and used by another person. The bitcoin protocol doesn't include anything to prevent this. Stupid eh?
When you got this transaction unexpectedly last night, it was probably just another person trying to make a bitcoin transaction on the same channel (address) that you were using. This is just like a citizen's band radio where two conversations might occupy the same channel. In bitcoin, there is no "breaker-breaker 1 - 9 ". So there you have it: just another address collision. Nothing at all to worry about. Send the money back and hope it doesn't happen again. Actually, the odds are pretty low this could every happen to the same person another time so don't expect to see it again for several years, maybe even more than a decade. It's that rare.