Well I bought 1969 P & D sets and the nickel came damaged. is this common and I should have sent it back. (I didn't look at the coins until I cut them out)
They aren't proof sets. They are Mint sets. Proof coins were only struck in San Francisco. Don't know how common your problem is but it's definitely more common than with proof coins.
Oops sorry it was a mint set with a proof coin in it I well after I could send it back I noticed the proof was a RPM
Mint sets in those days weren't made with anything like the careful process they use today. It's not at all uncommon to find damage like that. And the coin in your photo really isn't a proof.
...and they were packaged in cellophane, so there was very little protection for the coins from the start. 48 years later, and that's what you can end up with. I also noticed the coin is not in any packaging. Did you buy it as a loose set, or did you free it from the package?
Michael, you're right to associate San Francisco with proof coins in recent times, but it made business strike (regular non-proof) nickels with the S mint mark from 1968 to 1970. While we're at it, also cents from 68 to 74.
The majority of sellers/dealers usually have a warning that refunds will not be given if the coin is removed from the packaging the coin came in. If you ask for a refund I wish you luck but I think you should contact the seller first.