The Security Mentor

Go to eBay's consumer tips for a list of signs that forged email is trying to trick you out of your password.

My advice is simpler -- don't give out your password unless you're the one who started the transaction. That means contacting eBay (or your bank) directly, typing in the Web address yourself. If you follow a link in email, then the email sender's the one who started the transaction, and they probably used a technical trick to make the link go to them instead of to eBay.