If you are using a desktop browser, then Control-P will bring up a print window, but it appears to only show the leftmost pane of the message page with folders, and no options print the message itself.
In some browsers you may be able to highlight the message text using your mouse with a click and drag, then right click to choose a print option to print the message.
If you have eBay messages forwarded to your email, you may be able to print the message from there as well.
