If you need to return something, you'd send it here:
"Return your package to: Fingerhut, 6250 Ridgewood Road, St. Cloud MN
56395. If there are any old shipping labels, stickers, bar codes, etc.
on the outside box, please remove them."
This might be "just" the warehouse,though.
Here's the Corporate address:
Fingerhut Direct Marketing, Inc
Corporate Office | Headquarters
7777 Golden Triangle Dr.
Eden Prairie, MN 55344
This was not as easy to find as I thought it'd be.