What happens to a token if it would be put into your hand?

I have never been quite sure what happens when someone returns a token to your hand
I have played so many games where I have a 20/20 token on the battlefield and my opponent returns it to my hand... do I keep it in my hand? do I exile it? do I remove it from the game? or do I discard it?
if you know please comment
thank you

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