Yes, I learned an expensive lesson. The seller presented the phone to me in the language installation screen (already turned on). I was not informing myself enough upfront and assumed this was only possible with an lock free phone. So the tip is, Always lock the phone with the side button and turn it back on. Make sure you don't see the Locked to Owner message.
My only hope was that I was able to send a message to the rightful owner telling him/her the phone is ready to be returned. Since there is a partial iCloud account shown (G****@gmail.com), I was hoping to be able to send email to this account (maybe without disclosing the full account name) to inform the owner.
Now I informed the police and posted an advert on the most famous trading place telling the iphone is looking for its owner. Maybe somebody will get lucky.
I just lost 20 euro, but will survive.