The return address lable you get will have a code specifically to do with your returns as well as the paid shipping of the phone. Don't send your old phone without a specific lable or they won't be able to process it. Then your old device will be lost in the system. If you don't have the returns label, then contact Samsung Customer Support and they maybe able to email you the returns label for you to print off and affix to the parcel
If you upgraded, you definitely need the lable. If they don't have a reference, they won't know you sent the phone in. They would the be chasing payments. There are different locations they go to, so you'd have to find the place so yours would be going.