Personally I like to keep the status flow simple and so I would probably use a type of resolution status. Maybe "Resolved - Opened in Error" or "Resolved - No action required".
You could use th eterm Cancelled if you wanted too but ideally you want a term that won't then get used for other cases as well so can be clealy identified as happening due to an incident being incorrectly raised when it should have been a change request. The importnat point is that you can identify the tickets that are being opened in error in this way and then analyse them and over time try to reduce the numbers by educating the agents further or by changing the wording in a self service portal to make it clearer or some other continuous improvement activity.