Based on the level of respect or formality, you can say "I would like to return this" in Korean in 3 ways:

• Informal: na-neun i-geot-eul dolryeo-jugo sipeo (나는 이것을 돌려주고 싶어)
• Formal: jeo-neun i-geot-eul dolryeo-jugo sipeoyo (저는 이것을 돌려주고 싶어요), jeo-neun i-geot-eul dolryeo-jugo sipseupnida (저는 이것을 돌려주고 싶습니다)
• Very Formal: jeo-neun i-geot-eul dolryeo-jugo sipseupnida (저는 이것을 돌려주고 싶습니다)

- I: na-neun (나는), jeo-neun (저는)
- would like to return: dolryeo-jugo sipda (돌려주고 싶다)
- this (objective): i-geot-eul (이것을), i-geol (이걸)

Please refer to How to pronounce Korean Alphabet for the English pronunciation in this answer.