What do I do with the pallet?

Keep it. If there is any damage to the mantel that requires shipping back, or if you wish to return your fireplace it needs to be shipped back on the pallet that it was received on.

Do not dispose of the pallet if you think you may return your fireplace or if the mantle needs to be replaced. Freight companies will be unable to provide you a pallet if you dispose of yours, so keep it until you are sure.