Am I required to return a gift?

i met this guy on the internet. he proceded to send me a necklace for christmas. he expressed his desire to marry me. when i didn't reciprocate his feelings, he became angry and started to threaten legal action if i didn't return the necklace. i can't even find the necklace now and would probably keep it, even if i do find it. not because it's worth any money but because i feel it's necessary for me to have some kind of evidence in my hands about what transpired between us. first of all, i understood that it is illegal to threaten someone with legal action. secondly, he says that his attorney advised him that it was illegal for me to accept the necklace under manipulative circumstances on my part. i was never manipulative to him in any way. i was wondering if there is any fact to this claim.