It is a legendary skin, but Definitely Not Blitzcrank is not a legendary skin. The way you receive the skins for the legendary snowball is kind of weird. You receive them in reverse order, if that makes any sense.
The mystery gift you see first is actually the last one that you would have received, and then the one you see after that is actually the one you would have received before the previous one, etc.
It's really confusing, but basically what happened in your situation is that you got Final Boss Veigar from your friend, and that triggered a mystery gift which gave you Project Yi, and since that is another legendary, it triggered the mystery gift that gave you Definitely Not Blitzcrank.
