I got mine straight from NOA back in 2007 or whenever it was and I'm sure if there had been an insert I would have kept it, but I don't have one for it. Maybe someone else can be slightly more conclusive, but I'm 95% sure it didn't come with one.
Edit: If you're interested in Zelda styluses (styli?) there are
three official ones, and I think quite a few licensed third party ones.