Found a baby bird and now i dont know what to do with it?

Well more like nearly stepped on it. I was coming home and passing through a carpark and nearly stepped on a baby bird.. I looked around and there is only one tree, and i couldnt see anywhere i could put it up the tree so i brought it home ... should i bring it back or what?? I didnt know what to do cos i onloy saw it cos i nearly stepped on it, the areas beside a shop and its a carpark and theres no bushes etc to put it in.. The bird itself has no wings (well like there just like fluffy arms??) and is fluffy yellow colour, and very very small, (maybe three inches) he has a long black beak with a bit of a ridge and seems to have large round bulging black eyes that arent open yet. should i drop him into the vets or what should i do?? i thought i was helping but now i dont know!! :(