So I had this courier come running up to me and then give me "items" that aren't named. I looked under books and I'm unable to find these items.

Is their anyway for me to find whatever the courier gave me?

Not really, sometimes when you get multiple pieces it just says items received. The message he gave you beforehand should give a clue for where to look, but that's the best you can get.

He gave you leprosy, check your active effects tab. =o