Can you exchange or return concert tickets?

It really depends on where you bought the tickets and what the terms and conditions say. With most organizers and ticket platforms, concert tickets aren't refundable, which is unfortunately standard. Your best bet is to resell them on the secondary market - platforms like Ticketmaster, the organizer's official website, or specialized sites often have resale functions. Otherwise you could try giving them to friends or selling them before the concert gets too close. But yeah, in the worst case the tickets are just gone, that's unfortunately the reality - I've experienced that kind of bad luck myself as a new taxi driver waiting for gigs.