I'm probably the only one who has ever done this but:
1) I rejected a hero offer at the start of my turn (he was only coming with one ally and I already had 4 heroes).
2) Later in my turn my browser crashed. So I re-entered the game and got the hero offer again (same hero, gold, location, allies). So I guess this is in case someones browser crashes / entering the game multiple times to complete a turn? Anyway, I reject the offer again.
3) I went to one of my cities and bought production.
4) I then noticed my gold went negative and the game jumped me to the city where my new hero arrived that I had said I didn't want.
5) I exited the game and re-entered. I still had the hero I didn't want (with no name or rather an 'object' for a name), the production I bought wasn't there and my gold was set to the value that I'd have if I bought the hero and not the production.
KGB
P.S. I have a question. How many heroes can one have? If the limit is 5 and I already have 5 now, I will disband one in order to get a future offer with more/better allies