I have not been free of having bad experiences at GS stores, but for the most part, all the ones near me have been pretty good. Policy is policy is policy, so don't even bother continuing with this GS hate circlejerk, it won't get you anywhere except mad. Employees may suck, but there are no companies that I know of that want to lose your continued business.
You should just call ahead and try asking to speak with the manager and explain that you didn't want an already opened copy or that it was supposed to be a gift... just from a CS point of view, they should be pretty understanding about that. What game was it by the way, was it a new release or an older title? Just curious.
Anyways, leave everything else about your bad experience out of the conversation with the manager because that's not likely to help your cause, GS ground level employees are far more likely to stick together since they have to work with each other and they're not likely to side with what sounds like a problem customer over one another.
If you're a kid, instead have an adult physically accompany you to the store and either back you up or do the talking. There's a possibility bad GS employees could bully you if you're a kid, but you'd have to be a pretty terrible employee to try the same with an adult.
If all else fails, as to speak to the district manager or if he/she is busy, at least ask for their full name. Take down everyone's names that you've dealt with beforehand though...the name of the employee that sold it to you is on the receipt and everyone should be wearing a nametag. If they give your their district manager's number, contact them and calmly explain that the product was already opened and that you would like your money back or if it is acceptable, an exchange for one that is still sealed.
If they only give you the name of their DM or even if they refuse to let you know, contact corporate via their website and calmly explain... request to speak with the DM on this manner.
No matter what, keep calm in all of this and be persistent, you have to believe you are in the right about this. You shouldn't need to go past the DM to get what you want or to find someone that is understanding of your position. I'd say good luck, but you shouldn't need it, so get to work.