Errors are quite rare in proof sets but having a damaged coin in one is not. Though not real common defective coins do get into the sets more times than the mint likes. The shinny spot could be from grease from the minting press or an oil. You did not list a date but if a 2008 they would take it back and send another. If older than that you are stuck with it unless the person takes it back you bought it from. That is why it is wise to check all mint and proof sets. It does not ad value to your set but takes it away.