Yes, please return it or give it to another aquarist. Fish need a proper home, with space and a natural environment.
As for the initial question, this is common with this species. IF you read our profile [click Blue Gourami, this is the same species as the Gold as it explains therein], it mentions that this fish can be very territorial. Usually it is the males fighting each other, but frequently females get a bit nasty too. You can't do anything about this, it is the inherent nature of the species.
Having said that, it is true that improper environment can create worse aggression, as the linked article mentions.