Do I have to send the insurance check back? If I dont what can happen?

I got a refund for my homeowners insurance company after I closed on my new home. This what happen I bought insurance for the house before I was suppose to close on the house,but i ended up closing two weeks later. Once I told the insurance agent i was closing two weeks later she cancelled the policy and told me to come in and reinstate my policy after i closed on the house, which I did. Two weeks later I get a check in the mail from the insurance company saying it was a refund because my policy was cancelled. So now that I have my home do I have to send the check back? If I don't what could happen?