Was there no return address on the package?
Were you not able to contact the seller to ask them for their address details?
You do know that to return an item you must mail it back with TRACKING or you will not likely see a refund.
Have you opened a case in the RESOLUTION CENTER (bottom of the page)?
If you did so and the seller agreed to the return, using eBay's MESSAGE SYSTEM, ask the seller for the return address. The reason to use eBay's messages is that if a seller gives you a wrong address, you might need to prove it later.