If you are not sure if a message is really from eBay, send it to spoof@ebay.com for verification. Don't, of course, open any links until it is confirmed.
If you get a questionable message from Paypal, the verification address is spoof@paypal.com.
BTW, if the 'cancellation' is for something you never bought, yeah, it's a scam. Report it to the above addresses.