A lot of early exploration was wasted travel where explorers wondered around just trying to find something to explore. If you had some idea where things were, the actual travel was not as difficult.
If you’re starting out in Spain, for example, the Madeira Islands are only about as far away as Sardinia. The Azores are closer than Greece. And once you’ve reached the Azores, you’re already halfway to Newfoundland and the Americas.
And even when you’ve reached land, there’s still a lot of uncertainty in unexplored territory. For example, if you landed in the vicinity of modern day Carti, Panama and decide to head south - you’ll find the Pacific Ocean less than forty miles away. Now let’s say your boat landed a couple of hundred miles to the east in the vicinity of modern day Arboletes, Columbia. The coast looks just about the same as it does around Carti. But if you headed south from here, you’ll travel over a thousand miles before you reach the Pacific.
Mostly just to mess with people’s heads - I’ve got no belief that people would actually figure anything out from it - but I’d send a crate of Tupperware somewhere, anytime. The material would be exotic enough to make people wonder just what it was, amazing enough by many standards - glass-like transparency, but so lightweight - and maybe non-threatening enough to be passed around some. Or kept as a special prize by the local duke.
Or maybe just a box of Legos. Say, get those in the hands of that Leonard-from-Vinci guy…
I’d send a copy of Don Quixote back to Miguel de Cervantes in 1604. With a note saying, “Heard you were working on a new book. Me too. Thought I’d send you an advance copy of mine and get your opinion on it. P.S. What’s your book about?”
IIRC, pre-Columbian wheeled toys have been found, but with no beasts of burden to pull a wagon the wheel was not terribly useful. So, along the wheel - include horses.
The two I thought of- pocket lasers and rifled muskets- have been mentioned. No world-changers come to mind. Maybe send a carved wood Rubik’s Cube back to- well, as far back as you want. Or for laughs, send a sample of gallium back to a medieval alchemist and watch him go crazy trying to figure out how someone managed to partially solidify quicksilver.