No need to return your gift and buy one off the registry. As someone else pointed out, they are merely a suggestion, but its never required to buy a gift only from there. Most of the time I don’t buy off the registry, because I enjoy the challenge of coming up with a gift I know someone would like, use, need, fits their lifestyle, etc. For me that’s half the fun.
And you can never go wrong with baby “basics” – such as you bought.