I DO have eBay accounts and get these things pretty often - always send them to the abuse reporting. They are attempts to get credit card info. eBay does not EVER request information.
It's funny that you get one and do not even have an account - but have you browsed the site? If so, lots of spybots have your ISP. In fact, just logging on anywhere gives your ISP out - even here at PT. Not a bad thing - just as long as you know not to reply to things. Go to the site (eBay in this case, NOT the link sent to you!) in question. Use spyware, adware, etc.