Step one is to contact your seller. When did they ship? Is there tracking? Where is it coming from? What's the Estimated Delivery Date?
Step two is to open an Item Not Received case via ebay or paypal. Don't accept an offer of a replacement no matter how tempting it may be unless you already have a previous working relationship with the seller built on trust. And it can be received within about a week, and it is sent with tracking.
Step three. Take your refund and try again.