If you look a the scratch through a loupe at a steep angle, you should be able to see whether or not the scratch has rough edges. (A strong light source opposite the lens from you will help.) If there are rough edges, the scratch almost certainly is into the glass. If the edges of the scratch are fairly straight, it's probably just the coating.
I know that some don't like the idea of a scratched lens, but I've used a few in my time and haven't had any problems to speak of. (I do have one lens that I know will show the effects of the damage, but it looks like it was sandblasted on the rear element and it might be useful as a portrait lens.) You might want to get some film shot with this lens quickly to see if there are obvious flaws. If there are, then it's time to work out a return. If not, it's time to bargain for some money back.
The common wisdom is that a scratched lens should be shaded carefully (with an appropriate lens hood or, for large format lenses, a strategically held dark slide).
Good luck.