From the Dec. 23, 1907 NYT:

Residents of Newark, N.J. have been made the victims of a Christmas swindle in the last few days. The trick consists of collecting charges on worthless packages. Men appear at houses with bundles addressed to persons living at the addresses, and state that there is a special delivery charge of 50 cents of $1. The amount is nearly always paid without question, in the belief that the package contains a Christmas gift. When opened the box or pacel contains only old papers.

It would seem a) the sender would pay the delivery fee; b) you wouldn't accept a package without some indication about who sent it. Perhaps it was much different one hundred years ago.