Not necessarily a scam, as it sounds like English isn't the buyer's first language and they don't really know how to use the site (I'm guessing they're relatively new, but if they have a decent amount of FB from recent history, then they should have worked out most things by now).
The item could have been in their cart when they paid for other things, and they didn't spot it or realise they were paying for multiple things. They may have also bought multiple items and told someone else they didn't want a particular item, confusing them for you, and yet still there's the possibility they sent you a message and it never made it through to your inbox.
In cases where a buyer claims to have done something that I see no evidence of on my end, I just respond with an appropriate variation of 'sorry, it looks like that wasn't received / processed / whatever on my end - can you send me through a screenshot / transaction ID / receipt number (etc) so that I can chase up with eBay / PayPal / whoever and try to figure out what may have happened".
if they're genuine, they'll either be able to comply or realise their mistake and admit to it. If they don't reply, my suspicion doubles, TBH.
With tracking, proof of post etc, you're in good stead to be able to defend against most scams the buyer could try and pull from here. I'd personally be inclined to accept a return if the buyer genuinely doesn't want it - I understand and respect the decision not to, so I'm not trying to say it's wrong, just that when I have a buyer who clearly doesn't want something, I like to tread the path of least resistance and avoid other risks (in a case like this, I would offer a refund less expenses incurred).
