Did you buy it from Amazon itself or from one of their (many) “associates”? If you bought it from an associate, then it is effectively no different than buying from someone on eBay (a lot of Chinese sellers on eBay will ship the item without its packaging so that they can offer free shipping). In that case, it could be in any condition, though of course the description should be accurate. If you bought it from Amazon itself, then you may consider exchanging it.
Memory cards and flash drives do usually come formated as FAT32. That said, if you have not written to it yet, you could use a hex-editor like HxD to open the drive and examine it at a low level to see if there is any residual data on it (simply deleting or quick-formatting does not remove the actual data). Of course even then, the drive being filled with 0’s does not really disprove it’s previous use (by a user, obviously the factor will have “used” it during manufacture).
The best way to check a memory card or flash-drive for previous use is to closely examine the pins to see if there is evidence of it having been inserted. Obviously you can only do this before inserting it yourself.
(Whenever I buy something online, used or not, I have someone grab the camera and record a video of me opening the package for the first time and examining it, so that I have proof should I need it.)