Don't ship it to any address other than the one on file with eBay.

You might want to talk to customer support (top right, contact us) and let them know what's happened.

I'd do that before shipping it at all.

It could be a hijacked account.

For the future, put buyer requirements for all your listings in place, such as blocking bidders with unpaid item strikes, or in other countries.

"By adding buyer requirements to your listing, you can stop members from bidding on or buying your items based on certain criteria. You can block buyers who:

Are in countries you don't want to send items to.

Have a negative Feedback score.
Have unpaid item strikes recorded against them.
May bid on several items and not pay for them.
Have breached eBay policies.

To add buyer requirements:
Go to Site Preferences in My eBay.
In the Buyer Requirements section, click Show, and then click Edit.
Select your requirements, and the click Submit."

so that's in MyeBay, Account, Site Preferences.