This is more than likely a scam I'm afraid.
I am a regular user of e-bay services. The copy of the e-mail that you sent is from a phishing site. While the address looks like it is from Ebay, if you right click on it and go to properties, you will find that that it actually is not an E-bay address. You can also send a copy to ebay and they will probably verify that it is a scam. The real clincher is that it is asking for personal information, ebay never sends out stuff like this. Also it does not address you by user name. All of my correspondence from ebay starts out. Dear (EbayUserName).
When you get something that says dear (E-Bay or other OnlineReseller) member, beware. Also when I go into myebay and check messages, I will find the same message duplicated.
Again, I am 100% sure that this is a scam. I have seen it time and again. When I was new to this type of fraud, I was at my folks home and Earthlink was telling them that they had not received payment and that they should contact them by email and give them personal information. I am a computer person with moderately high experience with the internet, and the email was so professional looking, I almost bought it. We contacted Earthlink (by phone using a published phone number) and they verified the fraudulent nature of the message.
Because you were so bothered by the email, you may have complied (I hope not) and sent them personal information. If you did you may want to seek more professional information (like ebay security, I do not claim to be giving you professional advise). You will probably be advised to look out for identity theft type attacks against you.