If it were me, I would wear them. I would also talk to my mom and let her know that I love them, but that in the future, I don't want anything that has fur or leather. If they aren't returnable at this point, then I don't think that there is any true harm in wearing them, since the primary damage has already been done. Some people here will probably point out that sometimes wearing products like that gives the impression you support the fur industry, but I think that you can also do something to combat that. If someone says, "Hey, those a pretty cool" you can reply with something like "Thanks, but I really wouldn't recommend them. The fur industry is really horrible, you know? I ended up with these as a gift from someone who didn't know."
Two years ago, someone bought me a pair of coach boots. They knew I didn't wear leather, but the boots are mostly fabric so they didn't even think about the decorative leather strip that goes around one part of the boots. They bought them from a clearance thing where sales were final, and you couldn't make returns. I really liked the boots, other than the leather strip on them, and so I decided to wear them anyway. I've had a couple people comment on them and I always let people know that I DO NOT support leather, in any way.
On the other hand, after I learned about mulesing, I had a bunch of wool sweaters that I donated to a neighbor who really needed them. Because I'm really big into crochet, and I'm always working with yarn, I didn't want to give off the appearance that I supported wool. To me, wearing the boots wasn't going to cause any real damage, but it seemed too hypocritical to refuse to work with wool and at the same time wear it.