on my microsoft wireless mouse the plug has its own little slot on the underneath of the mouse and there is a button next to it which you press to release it
The bit that plugs into the computer could be stored in the mouse somewhere - we have one where the bit is clipped into the bottom of the mouse and one where it fits into a slot at the back of the mouse.
So it was 'de-packaged' to send to you?
How was it wrapped up? Maybe it DID get left out.
It's the same size as a small USB pen drive .. but around 1/4 the length.