It's important to make sure the address on the eBay checkout page is correct - not just the address on the PayPal window. Once an item is paid for, the seller cannot change the shipping address. You will have to ask the seller if it's still possible to cancel the order so you can repurchase with your correct shipping address.
You can visit this page to make sure your registration and shipping addresses are both up to date. Once you enter your new address, change it to your default address which will allow you to delete the old address. Account Settings: Addresses
