(I've been meaning to do this for a while, but had to wait til I bought something on eBay so I could include screen shots. 
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This primarily concerns providing a postage address to the seller. Along with the registered address, an eBay account has the option for storing several postage addresses which can be selected during checkout. One address will be the 'Primary' postage address, which is the default address used when you go through the checkout to pay for an item.
You can check which addresses you have on file by going to My eBay > mousing over the Account tab > select Addresses
It's very important to double-check and confirm the address that is displayed during checkout is the one you want the item sent to, as in may cases it won't be possible to request postage to an alternative addresse once payment has been finalised. Some sellers will only check and respond to their messages from buyers at very specific and limited times, so even if you message as soon as payment has been made, you can still find that an item has been sent before they ever get to see your request.
Once you proceed to checkout, you will arrive at a screen that asks you to select your payment method - the address that the seller will receive as the postage address is on the left side of the screen, and if it is correct, you won't need to do anything, but if it is incorrect, you can click the 'Change address' link, and a window will pop up on screen that will allow you to select or enter a different address.
As an additional, optional feature, you can add a messag to the seller by clicking on the relevant link - this is more for clarifying details, for example if you were buying an item that requires personal information like custom address labels, you can provide the details through this message function.
This is what the pop-up window for changing the address will look like.
This screen is showing the default address, but if you have any other saved addresses, they will be able to be selected in the dropdown menu in the first field at the top. You can also add a new address by clicking the link on the top-right. Clicking that link will blank out all fields in the address form, so that you can type in the correct address, and once you have filled in the information, you will have the option to save the new address as your default postage address (meaning it will be the one that is automatically pre-filled during checkout).
Just as an aside, when you fill in your address, keep in mind that the field names are slightly Americanised. The address lines 1 & 2 are for address details such as street name and number, or post office box number etc, and the City field is equivalent to 'Suburb'.
Some people put their suburb in the address line and input either the city council area where their suburb is located, or their nearest capital city - for example 'Carlton, Melbourne'. Only the suburb is required, and is recommended to ensure your order arrives as quickly as possible (greater city areas on a package can actually cause the package to be redirected or delayed unnecessarily due to sorting and routing by Australia Post).
Providing a 100% correct address, formatted correctly in the relevant fields, will mean that your order can be processed more efficiently, by both the seller and Australia Post.
