Not all hope is lost! Some blockchains and/or wallets will reject transactions that are sent to an invalid address, while others will let them through. If you are interested in learning how to track transactions on the blockchain and see where your coins are, you can read more here
It's important to remember that transactions on the blockchain are irreversible. If a transaction has been processed, it cannot be refunded or cancelled. If you have sent crypto to the wrong address and it has been deposited, the only way to recover the lost funds would be through contacting the owner of the wallet.