I can’t create a return because it says I have opened workbooks

Sometimes although it seems that you doesn’t have any opened workbooks you actually have, but they are hidden (usually they open on starting excel). To close this workbook and proceed with return creation do the following steps:
1. Go to View tab in Excel
2. Click Unhide button

3. If there is a hidden workbook this button will be enabled – on click it will give you a list of hidden workbooks, Unhide them and then close them and proceed with return creation.