This message was posted on behalf of Intel Corporation
TTorler, Thank you very much for joining the Intel® Processors communities and for providing that picture.
In regard to your inquiry, yes, it looks like a heatsink was previously attached to the processor and actually that is not normal, the processor should be brand new and there is no reason why it should have thermal paste on it specially if it is still unopened, it is not a result of factory testing. Based on that, the best thing to do will be to get in contact with the place of purchase to find out if they can send you another brand new unit, make sure the factory seal on the box is not altered or broken.
Any further questions, please let me know.