What to do with my iPhone 6s?

I unfortunately ended up being scammed and bought a stolen iPhone 6s on eBay. Before I found out it was stolen I tried calling T-Mobile and they told me that the phone won't work with my SIM card because it the IMEI number says it's been reported stolen. I havnt tried contacting g the seller just yet because I want to see if I can still make it work somehow. So to all you smart people out there, is there anything I can do to make the phone work or should I just try to return it and get my money back, or should I report it to the cops and let them handle it? I have proof that I bought it without knowing it was stolen. I've saved all the messages from the seller and all that stuff. Like I said before though, before I try returning it, is there anything I can do
To make it work?

NO - you can't make it work. Tell the seller that you want you money back NOW - and then you will send the phone - and if they do NOT agree to this, you will turn the matter over to the Police and the phone service provider. Years ago - before cellphones! - i had a similar situation with a musical instrument, 2 months of instruction, some books of music - and a bad check. Since the guy had warrants already - he was on my porch in less than an hour with the cash. I had previously inquired with the local Sheriff - and he was very disappointed that he could not take the guy in - but he admitted that i woudl probably have not gotten my owed money that way. So - do you want MONEY - or possible JUSTICE?- because you might not get both. And even if you DO get your money - print out and save All correspondence, just in case the seller tries to accuse YOU of something! I have had to deal with only a few dishonest people in my life - but they All were also smart at what they did!

That feature is on the phone to discourage would-be thieves from stealing. However, most thieves are not too smart and don't know about the feature and steal anyway.

If you try to keep a stolen phone, you may get in trouble. I would report it to the police and give them all the proof you have and info on the seller. If you wanted to make it work, you could just replace the sim card slot and reformat the iphone.

Report it to the cops, otherwise you are receiving stolen goods.

You file a police report against the person who sold it to you for selling stolen goods