What happens to transactions that have 0 Gas?

Recently a random, anonymous, account sent me a large amount of ETH, however there was no Gas. The Transaction looks like this on Mist

(,0 Confirmations) Amount xx.xx ETHER From 0xOtherAddress To 0xMyAddress Fee paid 0.00 ETHER Gas used 0 Gas price 0.00 ETHER PER MILLION GAS 

Will I ever receive this Ether, or is it just lost in limbo forever? Can I mine it myself to validate the transaction? Can I add Gas to the transaction?

Submitted April 12, 2018 at 09:15AM }
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