Go to your Paypal account and find the transaction.
Copy the number.
Go to the Resolution Centre at the top of your PP account page under Tools.
Open an Item Not Received Dispute.
It would be polite to contact the seller through the Dispute as suggested.
Ask for the date of shipping, the service used, and the tracking number*.
Don't worry if there is no tracking number.
You should get a response in 24 hours or less. The most useful responses are a refund or a working tracking number.
An offer of a reshipment is a SCAM.
If you don't get a useful response, escalate to a Claim.
If the seller cannot prove that the item has been delivered*, you will be refunded.
*If the delivery shows Erlanger KY, that's a different story. Not a problem, but different action needs to be taken.