It's a scam.
Report the buyer https://www.ebay.com/help/selling/resolving-buyer-issues/reporting-issue-buyer?id=4084 Use the reason "asking to complete a sale off eBay".
Add the buyer to your blocked bidder list: https://www.ebay.com/bmgt/BuyerBlock Ignore any further messages from them.
Cancel the sale immediately using "problem with buyer's address". You don't have to let the unpaid item process play out. You can do that here: https://www.ebay.com/help/selling/getting-paid/cancelling-transaction?id=4136
For your reference, this is how the scam works:
All contact should always be through eBay messages. Do NOT, under any circumstances, give your phone number or email address to a buyer. Do not send a Paypal invoice, either. Your email address can be found on the invoice. Do not click links that claim to fix a buyer's payment issue. There is no legitimate link for buyers to fix a payment issue.
No legitimate buyer needs any of these things, and no legitimate buyer will give up their eBay buyer protection by paying off site. Your "buyer" wants your email or phone number so they can send you a very real looking, but very fake payment email. They are hoping you are too inexperienced to verify the payment. There will be NO PAYMENT, only a fake email saying you've been paid and you must ship immediately so the payment can be released. This is a lie. This person wants you to ship your item without being paid. They want to steal your stuff.
As long as you are aware of this, you can follow the process above. Bookmark the links for future use. Trust your gut - if it feels wrong, it usually is. If you ever have any questions you can always come here and ask.
Once you build some seller feedback they will leave you alone. These scammers are a pain, and there is no real way for eBay to stop them until after the fact. The majority of them are overseas using VPN, and when one account gets shut down, 100 more will take its place. They target new sellers, hoping to cash in on their inexperience and lack of knowledge of the scam.
You need to list at a buy it now price, NO auction, NO best offer, and use immediate payment required. Scammers avoid these listings because they know they can't steal you stuff without paying for it first. When you use immediate payment, the listing stays live on site until it is actually PAID FOR, not just purchased or won at auction.
Immediate payment is only available in the business listing form. To switch, if you are creating a listing, at the top right side of the listing page, click the 'switch to business tool' link. You may need to press F11 to expand your browser. You'll get a message that is is for high volume business sellers. Ignore that. Any seller can use it. It's actually simpler than the new "easy" forms, and you will have control over your listings without the added automatic relists and best offers that the easier forms have.
If you don't see the "switch" link, you can directly access the advanced form here: https://bulksell.ebay.com/ws/eBayISAPI.dll?SingleList
You can also access it from the seller hub https://www.ebay.com/sh/ovw under listings>create a listing. If you access the form using the direct link you'll need to start a new listing from scratch.
Once you switch to the business form, you'll see a box in the payment area for "Require immediate payment with Buy It Now". When you do that, the item stays listed and live until it is actually paid for.
The easier you are to offend the easier you are to control.
We seem to be getting closer and closer to a situation where nobody is responsible for what they did but we are all responsible for what somebody else did. - Thomas Sowell
